Place the Oreo cookies into the bowl of a food processor and pulse into fine crumbs. In a small bowl, combine cookie crumbs and melted butter and stir.
Evenly divide the crumbs between your individual serving dishes and press into the bottoms of the dishes to form a crust layer.
In the bowl of a stand mixer fitted with the whisk attachment or in a large bowl with an electric mixer, beat the heavy cream until stiff peaks form. Transfer whipped cream to a small bowl and place it into the refrigerator while you prepare the rest of the filling.
Place cream cheese and peanut butter the mixing bowl and beat on medium speed until smooth. Reduce speed to low and gradually add in confectioners’ sugar until well combined. Add in sweetened condensed milk and vanilla and beat on medium speed until mixture is creamy and smooth. Take care to scrape down the sides of the bowl as needed.
Stir in 1/3 of the whipped cream into the filling mixture. Use a rubber spatula to fold in the remaining whipped cream until well blended until no streaks remain.
Evenly pipe or spoon the filling into individual serving dishes. Cover with plastic wrap and refrigerate for at least 3 hours before serving. If desired, garnish with whipped cream and chocolate curls.