In a medium bowl, combine the crushed chocolate sandwich cookies and melted butter. Mix until the crumbs are evenly coated.
Divide the cookie mixture evenly among serving cups, pressing down gently to form a crust at the bottom of each cup.
In a large mixing bowl, beat the softened cream cheese with an electric mixer until smooth and creamy.
Add the powdered sugar and vanilla extract to the cream cheese, mixing until well combined.
In a separate bowl, whip the heavy cream until stiff peaks form.
Gently fold the whipped cream into the cream cheese mixture until fully incorporated.
Spoon the cheesecake filling over the cookie crusts in the cups, smoothing the tops with a spatula.
Top each cheesecake cup with the remaining crushed chocolate sandwich cookies and drizzle with chocolate sauce if desired.
Refrigerate for at least 2 hours to set before serving.