Remove the cream cheese from the refrigerator so that it comes to room temperature.
Place the Oreo cookies, both the chocolate wafers along with the cream center, in a food processor. Pulse them until the cookies are crushed into fine crumbs. (If you don't have a food processor, place the cookies into a plastic bag and use a rolling pin to smash them as finely as possible.)
Place the room temperature cream cheese into the bowl of a stand mixer. Use the paddle attachment to beat the cream cheese until it is smooth. (You can also do this by hand with a stiff spatula or use an electric hand mixer.)
Pour the crushed Oreos into the bowl with the cream cheese and mix them until the two ingredients are fully combined.
Use a small cookie scoop to divide the mixture into 1 tablespoon sized portions. Use your hands to roll each portion into a ball. Arrange the balls on a cookie sheet lined with parchment paper or wax paper to prevent them from sticking. Place the baking sheet in the freezer for 30-60 minutes so the balls will firm up.
Melt the candy melts according to package directions. Most melting chocolates can be melted in a microwave in 30 second intervals, stirring in between each interval, until completely melted.
Working with one Oreo ball at a time, use a fork to lower the ball into the melted chocolate. Use a spatula to help remove any excess chocolate that is dripping from the ball before placing it back onto the baking sheet.
If you are using candy sprinkles, put them on the melted chocolate before it sets up so that it will stick to the top of the Oreo ball.
Store the Oreo balls in the refrigerator for up to 5 days in an airtight container.