In a food processor, blend the cream cheese and the sweetened condensed milk until smooth. Add the orange zest, orange juice, and lemon juice and blend until thoroughly combined. Pour the mixture into silicone ice-pop molds. Freeze for 30 minutes or until firm enough to hold ice-pop sticks. Place a stick in each pop and continue to freeze for several hours, until completely frozen.
Once the pops are frozen, make the chocolate glaze. In a microwave-safe bowl, combine the chocolate, coconut oil, and vanilla. Microwave the mixture in 10-second increments until just melted. Cool to room temperature.
Unmold the pops, dip each in chocolate glaze, then in sprinkles, if desired. Return to the freezer until ready to serve.