Place the Oreo cookies (filling included) and softened cream cheese into a high-powered blender or food processor. Pulse until the mixture forms a smooth dough with no visible chunks of cookies. Scrape down the sides as needed to ensure everything is evenly blended.
Scoop out small portions of the dough (about 1 tablespoon each) and roll them into evenly sized balls. Place them on a parchment-lined baking sheet. Once all the dough is rolled, refrigerate the truffles for at least 1 hour, or until firm.
Melt the candy melts or chocolate in a microwave-safe bowl, heating in 20-30 second intervals and stirring between each round until smooth. Be careful not to overheat, as the chocolate can seize.
Using a fork or dipping tool, lower each chilled ball into the melted chocolate. Coat it completely, then lift it out and gently tap off any excess. Return the coated truffle to the parchment-lined baking sheet.
While the chocolate is still wet, add sprinkles or other decorations as desired. Allow the truffles to sit at room temperature or in the fridge until the chocolate shell is fully set.
Once the chocolate has hardened, transfer the truffles to a serving plate. Store leftovers in an airtight container in the refrigerator for up to 1 week.