Twist the Oreos in half (this will help them blend more easily) and place them in a food processor. Process on high for 1-2 minutes or until the cookies make a fine powder with intermittent clumps of cream.
Add the cream cheese to the processor and process on high for 1-2 minutes until the cream cheese is evenly incorporated and the mix gathers together in one big lump. You may need to stop the processor a couple times and mix with a spatula to make sure the crumbs at the bottom of the bowl make it to the top.
Line an 8X8 pan with wax paper and press the mix into the bottom of the pan, keeping it at about 1/2" thickness (it's ok if it doesn't spread all the way to the edges of the pan). Cover and freeze for 30 minutes. While you wait, line a baking sheet with wax paper.
When the filling is firm to the touch, remove it from the freezer and cut hearts out of it with the cookie cutter. Place the hearts on the baking sheet, and place the baking sheet in the fridge.
Melt the red candy melts according to package instructions. Remove the hearts from the fridge and dip them one at a time into the candy coating, holding each heart over the bowl for about 30 seconds after dipping to allow excess coating to run off. Place each heart back on the wax paper after dipping.
Allow the hearts to set for 5-10 minutes. While you wait, melt your white candy melts according to package instructions. Fit a piping bag with your choice of piping tip and pour the white candy coating into the piping bag.
When the hearts are firm to the touch, pipe three white loops at the top of each heart, making sure that the bottoms of the loops are touching the heart (otherwise they won't stick together when cooled). Allow the loops to set for 5-10 minutes.
When the loops are firm, use your brown icing to pipe a cross at the top of each heart. For the crown of thorns, pipe a squiggly line across the middle of each heart, then double back and draw a line over it squiggling in the opposite direction.
Serve to commemorate the Feast of the Sacred Heart!