Add the Oreo cookies to a food processor and pulse until fine crumbs form.
Transfer the crumbs to a large bowl and add the cream cheese. Using a hand mixer, beat until fully combined and thick.
Line a large tray with parchment paper. Scoop about 2 tablespoons of the mixture and roll into balls. Place on the prepared tray and repeat until all mixture is used.
Place the tray in the freezer for 30 minutes or until the balls are firm.
In a large microwave safe bowl, melt the vanilla almond bark in 30 second intervals, stirring between each, until smooth.
Place each color of sanding sugar sprinkles into separate small bowls.
Using two forks, dip each chilled ball into the melted almond bark. Tap gently to remove excess coating and place back onto parchment paper. Allow to harden.
Once hardened, use a small brush or clean finger to apply a little melted almond bark around the bottom of each ball. Immediately place into a paper medicine cup and gently press to adhere.
Once set, hold the cup and dip the ball again into the melted almond bark, coating up to the top edge of the cup. Wipe off excess for a thin layer.
Immediately roll and swirl the coated ball in the sanding sugar of your choice until fully covered.
If needed, fill in any missing spots by dabbing melted almond bark and adding more sprinkles.
Allow everything to fully harden before serving.