Add cream cheese, heavy cream, sugar, vanilla and Oreos to a food processor. Mix until blended. Refrigerate.In a microwave safe bowl place chocolate and oil. Heat for about 50 seconds. Remove and stir until fully melted. With a teaspoon, place about 1/2 a teaspoon of chocolate into a half circle mold. Use the spoon or finger to spread the chocolate around each cavity. Place mold into the freezer for 5 minutes. Repeat with another coat of chocolate. Freeze for 5 minutes again. Remove from freezer. Place some of the cheesecake mixture into each cavity. Fill 3/4 of the cavity up. Top with more melted chocolate to cover. Place into the freezer for 10-15 minutes. Invert each cavity and store in the refrigerator until ready to serve.