Preheat oven to 350° . Line a standard cupcake tin with 12 cupcake wrappers.
For the Crust: Using a food processor, crush cookies into fine crumbs. Alternatively you can use a heavy duty freezer bag and a rolling pin to crush cookies as well. Add butter, sugar, and vanilla and mix until well incorporated. Set aside.
For the Cheesecake Filling: Beat cream cheese with a hand mixer or in a standing mixer, or whisk well until smooth and creamy. Add sugar and mix to incorporate. Add heavy cream, cocoa, vanilla, and egg. Mix well until lump-free and smooth.
Using a 2 tablespoon measuring cup, spoon 2 tablespoon of Oreo crust into each cupcake wrapper, using the bottom of a glass or measuring cup to press down until even. Fill with cheesecake filling until just below the top of each liner, about ½ inch below. Bake for 15-18 minutes or until set on the outside and slightly soft in the middle. Allow to cool completely.
For the Ganache: Place the milk chocolate chips and heavy cream in a microwave safe bowl, and microwave on high for one minute. Whisk until a smooth, and allow to cool to room temperature.
For the Chocolate Whipped Cream: Whip the heavy cream, cocoa, and powdered sugar on high until stiff peaks form.
Remove completely cooled cheesecakes from the wrappers, and plate. Spoon about a tablespoon of ganache on each cheesecake, and top with whipped cream. Serve immediately. Refrigerate leftovers without whipped cream for best second day consumption. Enjoy!