Crush the cookies into fine bits. You can use a food processor or even a plastic bag with a mallet. The mallet method takes awhile to get them finely crushed. Stir the cookies a few times between blends to get a consistent texture. Reserve about 3-4 tbsp for decorating, if desired.
The cream cheese should be room temperature. You can either set it out on the counter or microwave at about 10 second intervals and stir between intervals until the cream cheese is softened.
Mix the oreo crumbs, minus the reserved crumbs, with the cream cheese using a mixer or with a spoon until uniform.
Roll into balls using your hands. The balls are about 1.5 tbsp of mixture. Place balls on a wax or parchment paper lined cookie sheet.
Freeze the oreo balls for at least 15 minutes.
Melt the candy coating or melting chocolate in the microwave according to directions. Generally, about 1 minute 20 seconds. Stir gently until smooth, returning to the microwave in 15 second increments, if needed.
Using a toothpick or fork, dip the balls into the melting chocolate and fully coat. Shake off any excess before laying back on the parchment paper.