Beat the cream cheese until smooth then add in the condensed milk, cream, and zest. Once combined pour into a container and freezer for 2-3 hours, until almost solid.
Spoon mixture into a large bowl and beat until slightly softened and creamy. Stir in remaining ingredients and freeze again until firm.
Spoon in some graham crackers crumbs into each parfait glass, lightly tamping down. Add some ice cream, followed by another sprinkle of graham crumbs. Finish with another scoop of ice cream.