Add the Oreos to a large food processor or powerful blender. Process for about 10-20 minutes, until fine crumbs remain.
Break the cream cheese apart into small pieces and add to the food processor. Process for another 10 seconds, until well combined.
Using your hands, roll the mixture into balls (about 2 tablespoons each). Place on a parchment-lined baking sheet and place in the refrigerator to harden for 1 hour. You’ll have about 12-14 truffles.
Break or cut the baking chocolate into smaller pieces. Add to a microwave-safe bowl with the coconut oil and microwave for 2 minutes, or until almost fully melted. Stir until smooth and cohesive.
Using a fork, dip the truffles into the melted chocolate. Try to shake off any excess chocolate, and then place the dipped truffles back on the parchment-lined baking sheet.
Add sprinkles on top (or all over, depending on your preference) and place back in the fridge to harden for another 30 minutes to 1 hour.