Line a large baking sheet with parchment paper.
Add Oreo cookies (with filling) to a food processor. Pulse until the cookies are finely ground and resemble a crumbly powder, about 1 to 2 minutes. Reserve a few tablespoons for garnishing later.
Add cream cheese to the food processor. Pulse again until the mixture is fully combined and smooth, about 30 seconds to 1 minute.
Use a small cookie scoop or spoon to portion the mixture, then roll into 1-inch balls using your hands. Place the truffle balls onto the lined baking sheet.
Chill the truffle balls in the refrigerator for 30 to 45 minutes, or until firm.
In a medium microwave-safe bowl, combine the chocolate and vegetable oil. Microwave in 20-second intervals, stirring well between each, until the chocolate is fully melted and smooth. Let the melted chocolate sit for 2 to 2½ minutes to cool slightly before dipping.
Remove a few truffle balls from the refrigerator at a time (leaving the rest chilled). Drop one truffle into the melted chocolate, turning gently with a fork to coat it completely.
Lift the truffle out with the fork, letting any excess chocolate drip off. Use a toothpick or another fork to gently slide the coated truffle back onto the parchment-lined baking sheet.
While the chocolate is still wet, sprinkle a little crushed Oreo on top for garnish. Repeat with the remaining truffles, reheating the chocolate as needed to maintain a smooth consistency.
Once all truffles are coated and garnished, place the baking sheet in the refrigerator for about 30 minutes, or until the chocolate is set.