Preheat the oven to 350°F. Spray a 9-inch pie dish with cooking spray.
Place the Oreo cookies in the bowl of a food processor and pulse until finely ground. Add in the melted butter and pulse until moistened. Press the mixture into the bottom and up the sides of the prepared pie dish. Bake for 10 minutes, or until fragrant and set. Let cool completely on a wire rack.
In a small saucepan, whisk together the sugar and eggs. Set over medium-low heat and cook, whisking constantly, until the mixture reaches 160°F and coats the back of a metal spoon. Remove from heat and stir in the melted chocolate and vanilla until smooth. Cool to just warm, stirring occasionally.
Use an electric mixer, beat the butter until light and fluffy, about 2 to 3 minutes. Gradually add in the cooled chocolate mixture then beat on high speed for 5 minutes, or until light and fluffy.
In a clean bowl use an electric mixer to beat the cream until it begins to thicken. Add the sugar and beat until stiff peaks form. Fold into the chocolate mixture.
Pour the mixture into the pan, smoothing evenly. Chill for 6 hours. At this point the pie can be stored for up to 2 days ahead of time.
Use an electric mixer to beat the cream, sugar, and vanilla on high speed until stiff peaks form. Top pie with whipped cream and garnish with chocolate shavings or dust with cocoa powder.