Melt 1/4 cup butter and 2 squares chocolate in 1-quart heavy saucepan over low heat, stirring constantly, until melted. Remove from heat; stir in 1/2 cup sugar and 1/2 teaspoon extract. Add egg and orange liqueur to chocolate mixture; stir until well mixed. Stir in 3 tablespoons flour until well mixed. Transfer to bowl. Cover; refrigerate.
Combine 1 cup butter, cream cheese, 1/2 cup sugar and 2 teaspoons extract in bowl. Beat at medium speed, scraping bowl often, until creamy. Add flour and salt; beat at low speed until well mixed.
Divide dough in half. Shape each half into a ball; flatten slightly. Wrap each in plastic food wrap; refrigerate 1 hour or until firm.
Heat oven to 350°F.
Roll out dough on lightly floured surface, one-half at a time (keeping remaining dough refrigerated), to 1/8-inch thickness. Cut with 2 1/2-inch round cookie cutter. Place 1 inch apart onto ungreased cookie sheets.
Beat egg white and water with fork in bowl.
Spoon 1/2 teaspoon chocolate mixture onto center of each cookie. Brush edge of dough with egg white mixture. Bring up three sides of dough circle, nearly covering filling and forming triangle. Firmly pinch corners of triangle together. Bake 12-14 minutes or until edges begin to brown. Cool 1 minute on cookie sheets. Remove to cooling rack. Cool completely.
Place 2 squares chocolate and shortening in 1-quart saucepan. Cook over low heat, stir occasionally, until smooth. Drizzle over cooled cookies; let stand until set.
Store between sheets of waxed paper in container with tight-fitting lid.