Preheat oven to 300°F. Place a large baking sheet filled halfway with water on the bottom rack to prevent cracking. Line the bottom of a 9-inch springform pan with parchment paper.
Pulse Oreo cookies (with filling) in a food processor until finely crushed. Mix with melted butter until fully combined. Press firmly into the bottom of the prepared pan to form an even crust. Set aside.
In a bowl, beat softened cream cheese and sugar until smooth. Add peanut butter, then mix in the egg and vanilla until creamy and well combined. Set aside.
Melt chocolate chips in a saucepan over medium heat, stirring constantly. Stir in cream cheese until smooth and fully blended.
Add milk and vanilla, stirring until combined. In a separate bowl, whisk the egg, then temper it by adding a spoonful of the warm chocolate mixture. Stir the tempered egg back into the chocolate filling.
Pour half of the chocolate mixture over the crust. Spoon the peanut butter filling on top, starting from the edges and working inward. Gently smooth. Top with the remaining chocolate mixture and smooth the surface.
Bake for 50–60 minutes, until the top is set and slightly puffed. Cool on a wire rack for 5 minutes, then run a knife around the edge. Let cool for 1 hour, then refrigerate for at least 4 hours or overnight.
Heat heavy cream in the microwave for 30 seconds. Pour over chocolate chips in a bowl and stir until smooth. Let cool slightly.
Remove the springform collar. Pour the chocolate topping over the chilled cheesecake, smoothing it to the edges. Pipe Cool Whip around the border and top each swirl with a mini Reese’s.