Place your Double Stuf Oreos and cream cheese in a food processor. Pulse until you get a mixture the consistency of Play Dough. If your mixture is dry/crumbly, add a little more cream cheese.
Roll out your Oreo dough into balls. I went with balls a little smaller than golf balls and got 12. You can choose what size you think looks good.
Place your Oreo dough balls on a cookie sheet lined with parchment paper. Chill in the freezer for at least 30 minutes.
Melt a little bit of melting chocolate (according to the package instructions) to use as "glue" to attach a Rolo to the top of each of your Oreo balls.
Remove Oreo balls from the freezer, dip the bottom of each Rolo in the melted chocolate and carefully stick the Rolo to the top of your Oreo ball.
Chill the Oreo balls in the freezer again for another 10-15 minutes
Melt a larger amount of melting chocolate to coat your Oreo balls (according to the package instructions).
Remove Oreo balls from the freezer. Carefully, holding the Oreo ball by the Rolo on top, cover the rest of the Oreo ball in melted chocolate. You want the excess chocolate to kind of drip off. If you are not seeing that and your chocolate seems thick, add a little bit of coconut oil to make this easier.
If you are going to coat your Oreo Ornament balls in sprinkles, do that while the chocolate is still wet.
Still holding your Oreo ornament ball by the Rolo, carefully turn it upside down and place it to rest on the Rolo so that the chocolate on the bottom does not get messed up. If you chilled your Oreo balls sufficiently, they should not take long to set.
Store your Oreo balls in the fridge to keep them fresh