Make the crust: Preheat the oven to 350°F (177°C). Spray a 9-inch deep pie dish with cooking spray. Place the Oreo cookies in a food processor and pulse until finely ground. Add the melted butter and pulse until moistened. Press the mixture into the bottom and up the sides of the pie dish. Bake for 10 minutes, or until set. Let cool on a wire rack.
Make the filling: In a saucepan, whisk together sugar and eggs over medium-low heat, whisking constantly, until the mixture reaches 160°F (71°C) and coats the back of a spoon. Remove from heat; stir in melted chocolate and vanilla. Cool slightly. Using an electric mixer, beat butter until fluffy, then gradually add chocolate mixture, beating until fluffy. In another bowl, beat cream with powdered sugar until stiff peaks form; fold into chocolate. Pour into crust and chill for 6 hours.
Make the topping: Beat cream, powdered sugar, and vanilla until stiff peaks form. Top the pie with whipped cream and garnish with chocolate shavings or cocoa powder.