Add heavy whipping cream to a mixer bowl and beat at medium speed until it starts to thicken. Raise to high speed, beating until stiff peaks form. Add powdered sugar and vanilla, beating until incorporated.

Divide the sweetened whipped cream into 2 bowls, about 1 1/2 cups in one bowl and the remaining in another bowl.

Add cream cheese to the mixer bowl and beat until light and fluffy, about 2- 3 minutes.

Add larger bowl of sweetened whipped cream to the mixer and beat at medium speed until well combined.

Separate into 2 bowls. Add 8-10 drops of orange food coloring to one bowl and 8-10 drops of purple to the other bowl. Stir each until well combined (using different spoons to not mix the colors).

Spoon orange filling into a piping bag and purple filling into another piping bag. Place the reserved whipped cream into a piping bag. Stand each piping bag into a glass.

Place Oreo cookies into a zip top bag, squeeze out extra air and seal. Crush the cookies into crumbs using a rolling pin.

Spoon crushed Oreo cookies into each serving glass. Pipe cheesecake filling into each glass, alternating layers of orange and purple. Top with whipped cream and sprinkles.

Chill for 3 hours before serving.