Prepare the crust: Mix the Oreo crumbs and melted butter in a bowl until combined. Press the mixture firmly into the bottom and up the sides of a 9-inch pie plate. Chill the crust for at least 30 minutes.
Make the chocolate filling base: In a large bowl, whisk the instant chocolate pudding mix and cold milk together for 2 minutes until slightly thickened. Set aside.
Prepare the cream cheese layer: In a separate bowl, beat the softened cream cheese, powdered sugar, and vanilla extract until smooth and creamy.
Combine fillings: Gently fold the cream cheese mixture into the prepared chocolate pudding until fully incorporated. Spread this mixture evenly into the chilled Oreo crust.
Chill the pie: Cover the pie loosely with plastic wrap and refrigerate for at least 4 hours, or preferably overnight, until the filling is firm.
Make the topping: Just before serving, whip the heavy whipping cream and granulated sugar in a clean bowl until stiff peaks form.
Top and decorate: Spread or pipe the whipped cream over the set chocolate filling. Garnish with chocolate curls or holiday sprinkles. Slice and serve cold.
Notes
You can make the entire pie, up to the whipped cream topping, two days ahead of time. Store it covered in the refrigerator.
For a festive look, use red and green holiday sprinkles on top of the whipped cream.
If you do not have Oreos, you can substitute with graham cracker crumbs mixed with 1/4 cup sugar and 5 tablespoons melted butter for the crust.