Prepare a baking sheet with waxed paper.
Place the cookies into a food processor and pulse until the cookies become fine crumbs.
Cut the cream cheese into chunks and add the cream cheese to the food processor. Pulse until the mixture is well blended and forms a large ball.
Using a small cookie scoop, portion the cookie dough into 1-inch balls and roll into a smooth ball.
Optional: For best results, freeze the oreo balls prior to decorating.
In a microwave safe bowl, place the candy melts and shortening. Microwave for 1 minutes and stir vigorously. Continue heating in 30 second increments, stirring vigorously between each heating, until the candy has melted and is smooth.
Dip each ball into the melted candy and tap to remove the excess candy. Place the cookie ball on the prepared cookie sheet.
Place the cookie sheet in the refrigerator for about 1 hour or until firm.