Preheat oven to 325 degrees F (162 degrees C).
Get out two muffin tins that can hold 15 cakes total. Line each muffin well with a paper liner and place an Oreo® Chocolate Sandwich Cookies (15) in the bottom of each of the 15 wells.
Take the remaining Oreo® Chocolate Sandwich Cookies (10) and crush them with a rolling pin in a sealed plastic bag or pulse them in a food processor to turn them into crumbs. Set the crumbs aside.
Combine the Cream Cheese (8 ounce), Mascarpone Cheese (8 ounce), Plain Greek Yogurt (1 package), Granulated Sugar (1/2 cup), Egg (2), Unsweetened Cocoa Powder (1 tablespoon), and Vanilla Extract (1 teaspoon) in a mixing bowl and use a hand mixer to whip it all together. Alternatively, you could use the stand mixer with paddle attachment here. Use a spatula to fold in the oreo crumbs.
Scoop the batter into each prepared well to fill them to the top.
Bake the two muffin tins for about 30 minutes, just until the edges start to brown and they hold their shape without collapsing.
Let them cool for about 15 minutes, then remove them from the muffin tin to put them in the refrigerator to chill and set for at least 4 hours.
Serve and enjoy! They also keep for a couple of days if you have leftovers.