Add the room temperature cream cheese, confectioners sugar and vanilla to a cold glass or metal bowl.
Use a whisk attachment if you’re using a stand mixer. If you don’t have a stand mixer, just use a regular handheld mixer and mix it as well as you can. It may still be crumbly at this point or it may be creamy depending on how warm your cream cheese is.
Now, you’ll add in your cold heavy cream, but only a small amount at a time. You’ll add it in four parts slowly as follows:
Pour in a small amount of the cold heavy cream. (Only pour in about a ¼ cup at this point.) Mix well until creamy.
Pour in a bit more of the heavy cream and mix that until very creamy. (You’re slowly adding in the heavy cream, so that the mixture doesn’t become lumpy.)
Do this two more times (until the rest of the heavy cream is all added).
Once all the liquid is incorporated, whip on high until stiff peaks form (about a couple minutes).
Use a wooden spoon or a rubber spatula (not your mixer) to gently fold in about 10 crushed oreos.
Spread the topping onto the chilled cake.
Cover the cake again and chill overnight. It's best eaten after it's chilled overnight because the pudding has a chance to soak into the cake.