Melt chocolate on stove. To do so, place chocolate in a large heat-proof mixing bowl. Find a pot that will be a tight fit for the bowl (the bowl can be put inside but will be several inches away from touching the bottom of your pot. Add about 1/2-1 inch of water into your pot and bring to a simmer. Place your chocolate bowl on top, making sure the bowl never touches the water. Stir chocolate with a clean spatula until it is completely melted and smooth. Turn off stove but keep chocolate bowl over the water pot so the chocolate does not cool down.
Add about 1/2 tsp of melted chocolate to the bottom of each mold (between 20-24 of them). Bang the bottom of your silicone pan against the counter a few times so that the chocolate spreads evenly across the bottom of each mold. Using the back of a small spoon, dip it into your bowl of melted chocolate and then use the back of the spoon to coat the inner sides of each mold, making sure to not leave any crevice uncovered. Place into fridge to harden for about 20 minutes.
While you are waiting for chocolate shells to harden, you can make your filling. Add Oreos and cream cheese to food processor and mix until cookies have become small crumbs, and thick paste forms.
Remove chocolate shells from fridge once they have hardened. Add about 1 tsp of cookies and cream mixture to each candy mold, making sure you leave a little room at the top to add more chocolate to seal the shells.
If your remaining melted chocolate still sitting in the bowl has gotten a little hard, you can stir it around and it should go back to its original melted state. If it doesn't, you can also reheat for a few minutes on stove using the same method in step 1.
Spoon a little more chocolate into each shell to cover surface. Bang bottom of silicone pan against counter a few times to smooth out the surface of the candy cups. Place in fridge for about 20 minutes until tops have hardened. Chocolates should easily pop out of molds. Store any uneaten ones in fridge for about 3 days or in freezer for a few weeks. Since you are using cream cheese, don't leave these sitting out. If you prefer to make a filling that can last longer, you can use a spread like chocolate spread or Trader Joe's cookies and cream spread in place of the cream cheese.