Remove filling from Oreo cookies and set aside. Crush Oreo cookies in a food processor. Divide crushed cookies into 6 individual serving bowls.
Melt chocolate - we do it in the microwave oven (place chocolate in a bowl and heat for 30 seconds, stir and repeat until chocolate is nicely melted). Add heavy cream to chocolate bowl and mix well. Add condensed milk e mix until all ingredients are combined.
Pour chocolate mixture evenly in the 6 bowls.
Frosting
Combine Oreo filling, milk and 2 tbsp heavy cream. Beat with an electric mixer until combined. Add 1/2 cup heavy cream and beat once more until it reaches a whipped cream consistency.
Pour this mixture over chocolate mixture. Dust with chocolate powder and chill for at least one hour before serving.