Preheat the oven to 350°F. In a medium bowl, mix the shortbread cookie crumbs, salt, and melted butter until evenly moistened. Press the mixture into the bottom and up the sides of a 9-inch pie dish. Bake for 10 minutes and then let cool completely.
In a large bowl, beat the softened cream cheese, confectioners' sugar, heavy cream, and 1 teaspoon vanilla extract until smooth. Spread the cream cheese mixture evenly over the cooled crust.
Sprinkle the chopped pecans evenly over the cream cheese layer.
In another bowl, combine the instant chocolate pudding mix, instant vanilla pudding mix, cold milk, and 3/4 teaspoon vanilla extract. Beat with an electric mixer on low speed for about 2 minutes until the mixture is well blended and slightly thickened.
Spread the pudding evenly over the pecan layer. Cover the pie with plastic wrap and refrigerate for at least 2 hours to allow the layers to set.
Before serving, top the pie with the whipped heavy cream. For extra flavor, sprinkle additional chopped pecans on top if desired. Slice and serve chilled.