Lightly butter or spray a 8x8 inch baking dish and set aside.
In a large mixing bowl, use a hand-held mixer to blend together the chocolate pudding mix, vanilla pudding mix, and cold milk until thickened, about 3-4 minutes.
Crush 20 of the cookies into small pieces and add to a large mixing bowl. Pour the melted butter over the cookies and use a fork to mix until well-combined. Press the mixture into the bottom of prepared baking dish to form a crust.
In a medium mixing bowl add the cream cheese and granulated sugar. Use a hand-held mixer to combine. Spread the mixture evenly over the cookie crust.
Spread the pudding mixture evenly over the cream cheese layer.
In another medium mixing bowl add the whipping cream and confectioner’s sugar. Use a hand-held mixer to beat the cream until stiff peaks form. Spread the whipped cream mixture over the pudding layer.
Crush the remaining 10 Oreo cookies and sprinkle them over the top of the dessert. Chill or freeze for 3 hours before cutting into squares and serving. *If you freeze the dessert, allow it to sit at room temperature for 15 minutes before cutting.