HEAT oven to 350°F.
MIX wafer crumbs, 2 Tbsp. sugar and butter until well blended; press onto bottom and up side of 9-inch pie plate. Bake 5 min.
MIX remaining sugar and cornstarch in medium saucepan. Gradually stir in water until well blended. Bring to boil on medium heat; cook 8 min., stirring constantly. Remove from heat. Add dry gelatin mixes and zest; stir until gelatin is completely dissolved. Refrigerate 1 hour or until slightly thickened, stirring occasionally. Pour into crust.
MICROWAVE marshmallows and milk in large microwaveable bowl on HIGH 1-1/2 min. or until marshmallows are completely melted, stirring after 1 min. Stir until mixture is well blended. Refrigerate 15 min. or until completely cooled. Whisk in COOL WHIP; spread over gelatin mixture. Refrigerate 3 hours or until firm.