Cream cheese and vanilla beans give these treats an extraordinary depth of flavor. Just as amazing: the time saved by making the sandwiches in a big pan rather than assembling them individually.
In a medium saucepan, combine preserves and half the vanilla. Stir in blueberries and cook over medium heat, stirring occasionally, until mixture begins to bubble, 4 to 5 minutes. Set pan in a bowl of ice water and stir often until ice cold. Set aside, replacing ice if needed so mixture stays cold.
Meanwhile, line a 9- by 13-in. pan with a piece of foil extending over ends. Arrange half the crackers in pan, flat side up, in 3 rows of 5 squares with sides touching; freeze pan. Whirl remaining vanilla in a food processor with the cream cheese, yogurt, sugar, and orange zest until smooth.
Freeze yogurt mixture in an ice cream maker according to manufacturer's instructions, about 25 minutes. Spoon half the frozen yogurt over graham crackers and gently spread to cover, using a flexible scraper or offset spatula. Spoon berry mixture on top. Dollop remaining frozen yogurt over berries. Pat yogurt smooth.
Draw a knife tip through the layers all over until top looks swirled. Pull up sides of layers with scraper where they're starting to escape the crackers. Gently push remaining graham crackers into top.
Freeze, covered with plastic, until center is firm enough to cut, at least 5 hours. Grasping foil, lift sandwiches from pan, flip onto a work surface, and peel off foil. Turn sandwiches right side up, then cut into squares, trimming edges.
*Split vanilla beans lengthwise, then scrape out seeds with a small knife. Get the best prices on vanilla beans by buying in bulk at penzeys.com.
Make ahead: Up to 1 week, individually wrapped, sealed in a plastic bag, and frozen.