In a large bowl, beat cream cheese, butter and sugar until light and fluffy. Beat in vanilla. Add eggs, one at a time, beating well after each addition. Gradually add flour. Set aside.
For crust, cream butter and sugar until light and fluffy. Add eggs, one at a time, beating well after each addition. Beat in the flour, cocoa, vanilla and salt. Lightly grease two 9-in. pie plates.
Spread a fourth of batter in each. Pour half of filling into each, spreading almost to edges. Dollop remaining batter over filling; cut through with a knife to swirl.
Bake at 325° for 25-30 minutes or until toothpick inserted in the center comes out clean. Cool on wire racks for 15 minutes.
For frosting, combine sugar and cocoa in a large saucepan. Add the milk, butter, corn syrup and salt. Bring to a boil, stirring frequently. Boil vigorously for 3 minutes, stirring occasionally. Remove from the heat. Whisk in confectioners' sugar and vanilla. Stir in nuts. Cool for 10 minutes; pour over warm pies. Spread over tops. Serve warm.