Pulse for 15 to 20 seconds, until coarse crumbs are formed.
Remove 2 tablespoons of the cookie crumbs and place on a plate or shallow bowl. Set the plate aside and set the remaining crumbs in the food processor aside.
Add the chopped chocolate and 2 tablespoons of heavy cream to a bowl.
Slowly melt the chocolate in the microwave in 20 second increments, stirring each time, until melted.
Invert your chosen milkshake glass and dip the rim into the melted chocolate mixture.
Remove the glass from the chocolate and immediately roll the edges onto the plate with crushed Oreos.
Set the glass aside for a few minutes to allow the rim to harden.
Add the remaining heavy whipping cream to a bowl or stand mixer.
Beat until the cream is softly whipped.
Add the ice cream, milk, and remaining Oreo crumbs to a blender.
Blend on high for 20 to 30 seconds.
Pour the milkshake into the prepared glass.
Top the milkshake with whipped cream.
Decorate the milkshake with extra chocolate sauce and Oreos if desired, then serve right away.