In a large bowl, beat the whipping cream with an electric mixer until stiff peaks form (about 6 minutes). Place the whipped cream in the refrigerator while you prepare the rest of the filling.
In a medium bowl, stir together the Oreo cookie crumbs and melted butter.
Evenly divide the crumbs between the individual serving dishes and press into the bottoms of the dishes to form a crust layer.
Place the cream cheese and peanut butter in another bowl and beat until smooth. Then add the vanilla extract and confectioners' sugar and mix to combine.
Then stir the whipped cream into the filling mixture until well blended.
Evenly spoon or pipe the cream cheese filling into the individual serving dishes. Cover with plastic wrap and refrigerate for at least 2 hours before serving. Then garnish with cocoa powder or chocolate shavings and serve.