Add the crushed Oreos and melted butter to a medium mixing bowl. Mix until the crumbs are moistened. Press the crumbs into the bottom of an 8-inch x 8-inch square baking dish and set aside.
In a large mixing bowl, beat the cream cheese for about 2 minutes until smooth. Add the hot fudge and heavy cream and mix until smooth and creamy.
Add the powdered sugar and cocoa powder and mix until completely incorporated into the cheesecake filling.
Pour the cheesecake over the Oreo crust in the baking dish. Use the back of a spoon or a rubber spatula to spread the cheesecake into an even layer. Top with a drizzle of hot fudge sauce (see note) and crumbled Oreo cookies.
Chill in the fridge for at least 4 hours.
When you're ready to serve, cut the cheesecake into 9 even squares and serve immediately. Store any leftovers covered in the fridge, or wrap tightly in plastic wrap and freeze for up 1 month.
Notes
It's important to let the cream cheese come up to room temperature before using it. This helps so there are no clumps of cream cheese in the cheesecake mixture. You want the cheesecake to be smooth and creamy.
To get a nice drizzle on top of the cheesecake, I put some hot fudge into a ziploc bag and then snip off one of the bottom corners. Then I can use the bag to pipe the hot fudge onto the cheesecake in a nice zig-zag pattern instead of having big dollops from a spoon.
I like to let these bars sit on the counter for about 10 minutes before cutting them. It makes them easier to slice, but you can cut them right after taking them out of the fridge too.