Crush the cookies: Add the sandwich cookies and espresso powder to the bowl of a food processor or high-speed blender and pulse until the cookies turn into fine crumbs.
Make truffle mixture: In a large mixing bowl, mix together the cookie crumbs, softened cream cheese, and vanilla extract until well-combined. Chill the cookie mixture in the refrigerator for 1 hour.
Scoop and chill: After the mixture has chilled, use a small cookie scoop to make even sized scoops of the mixture and form into balls. It helps if you scoop the dough against the side of the bowl as you make each truffle.
Place the cookie balls on a baking sheet or cookie sheet lined with parchment paper and allow them to chill in the freezer for 15 minutes while the chocolate sets.
Make the chocolate shell: In a small microwave-safe bowl, melt the white chocolate chips and 1 Tablespoon coconut oil or shortening in 30 second increments until the melted chocolate is smooth. You can stir in between heating to ensure you don't overcook the mixture.
Dip and coat the Oreo truffles: Working quickly, dip half of the cookie balls in the white chocolate, using a slotted spoon or fork to spoon chocolate over the entire truffle. Set the truffles on a parchment or wax paper lined baking sheet and sprinkle with the reserved finely crushed cookie crumbs. Place them in the freezer for 10-15 minutes or until the chocolate is set.
Repeat: Repeat steps 4 and 5 with the semi-sweet chocolate
chips and the other half of the truffles.
Chill until ready to serve.