In a medium bowl, combine the crushed chocolate sandwich cookies and melted butter. Mix until the crumbs are evenly coated.
Divide the cookie mixture evenly among serving cups, pressing it down to form a crust layer at the bottom of each cup.
In a large mixing bowl, beat the softened cream cheese with an electric mixer until smooth and creamy.
Gradually add the powdered sugar and vanilla extract, mixing until well combined.
In a separate bowl, whip the heavy cream until stiff peaks form. Gently fold the whipped cream into the cream cheese mixture until fully incorporated.
Spoon the cheesecake filling over the cookie crust in each cup, smoothing the tops with a spatula.
Refrigerate the cheesecake cups for at least 4 hours, or until set.
Before serving, top each cup with crushed chocolate sandwich cookies and a drizzle of chocolate sauce, if desired.