Prepare baking dish: Coat a 13- x 9-inch freezer-safe baking dish with cooking spray, and line the dish with parchment paper.
Make crust: Stir crushed cookies and melted butter in a large bowl until combined. Press firmly into bottom of prepared baking dish in an even layer. Freeze until firm, about 10 minutes.
Make cream cheese mixture: Meanwhile, beat cream cheese, lemon zest and juice, and 1 ¼ cups of the powdered sugar in a large bowl with an electric mixer on high speed until fluffy, about 3 minutes. Place heavy whipping cream and remaining ¼ cup powdered sugar in a large bowl; beat with a mixer on high until stiff peaks form, about 2 minutes. Fold 1 cup of the whipped cream into cream cheese mixture.
Spread cream cheese mixture: Spread mixture over crust; freeze until set, about 10 minutes.
Add pudding: Whisk milk and pudding mix in a large bowl until smooth and thickened, 2 to 4 minutes. Spread pudding over cream cheese mixture in crust. Chill until pudding sets slightly, about 15 minutes.
Add whipped cream, and chill: Gently spread remaining whipped cream over pudding. Chill, covered, until firm, at least 4 hours or up to 24 hours. Garnish with lemon slices. Store, covered, in refrigerator up to 4 days.
