Crush the Oreo cookies in a plastic bag or process in a food processor until they become fine crumbs without big chunks.
Transfer the cookie crumbs in a mixer with a paddle attachment, add the cream cheese. Beat until they are thoroughly mixed.
Roll them in a bite size balls. It should make about 40-42 balls. Chill in the fridge for 1 hour.
In a double boiler, melt the chocolate and shortening until they become smooth glaze. Place a ball on a folk and pour the chocolate glaze using a spoon. The excess glaze will drizzle down through the folk. Transfer the chocolate balls onto a pan lined with silicon mat or waxed paper. Sprinkle with decorative sugar or whatever you desire. (melted white chocolate would look pretty)
Freeze them for 15-20 minutes for the glaze to set. Store them in a refrigerator.
For variation, roll the cookie balls in powdered sugar, cocoa powder, and finely minced almonds.