Preheat the oven to 350°F and wrap a 9 inch springform pan tightly with heavy duty foil.
Mix finely crushed Oreo cookies with melted butter and sugar, press into the pan, and bake at 350°F for 10 minutes to set.
Beat softened cream cheese until smooth, then mix in sugar, vanilla, cocoa powder, and red food coloring until silky.
Whip heavy cream to soft peaks and gently fold it into the cheesecake mixture along with Christmas sprinkles.
Pour the filling over the cooled crust, smooth the top, and tap the pan lightly to release air bubbles.
Place the pan in a roasting tray, add hot water halfway up the sides, and bake at 325°F for 60 to 75 minutes.
Turn off the oven, crack the door, and let the cheesecake cool inside for 1 hour.
Cool on a rack for 2 to 3 hours, then refrigerate for at least 6 hours or overnight until fully set.
Remove the pan, decorate with whipped cream, mini Oreos, and sprinkles, then slice and serve.