Lightly brush a 6-inch nonstick skillet with vegetable oil and heat over medium heat. When the pan is hot, remove it from the heat and pour in 1/4 cup of the batter. Swirl the pan around to spread the batter evenly over the bottom. Return the pan to the heat and cook until lightly golden, 30 to 40 seconds. Turn the crepe over and cook the second side for about 15 seconds. Remove from the pan. Repeat the procedure until all of the batter is used, stacking the crepes between the squares of parchment or waxed paper to prevent them from sticking together. Set the crepes aside.
Make the Filling: Put the cream cheese in a medium-size mixing bowl and beat with an electric mixer until fluffy. Add the sour cream, confectioners' sugar, orange zest, orange juice, and vanilla. Beat to blend well, scraping down the sides of the bowl as needed. Put 3 tablespoons of the filling in the center of the lower third of each crepe. Fold the bottom of the crepe over the filling and roll up gently but firmly. Place the filled crepes on a large platter or baking sheet, cover lightly, and refrigerate for 1 hour.
Add 8 of the filled crepes to the pan and cook for 1 minute, basting with the orange sauce. Remove the crepes from the pan, set aside, and keep warm. Add the remaining crepes and cook for 1 minute, basting with the orange sauce. To serve, crisscross 2 crepes on each dessert plate and drizzle with the Orange Sauce.