Use a food processor or large plastic bag and rolling pin to crush OREO cookies into crumbs.
Stir in softened cream cheese and mix until evenly combined.
Scoop OREO balls with a cookie scoop onto a parchment-covered baking sheet. Freeze for 15 minutes.
Form the balls into mini mugs about 1 inch tall. Press down slightly on top to create an indent for the chocolate and marshmallows.
Melt white chocolate in a microwave-safe bowl according to package directions.
Break a piece of pretzel twist to use as the handle for the mug. Use a small amount of white chocolate on the ends then press into the OREO ball. Refrigerate for 10 minutes.
Dip the OREO ball mugs into the melted white chocolate and place back on the baking sheet. Optional: press a candy decoration like a Christmas tree, candy cane, gingerbread man, or snowflake on the front. Allow the chocolate to set or refrigerate for a few minutes.
Decorate the top of the mugs with melted dark chocolate and miniature marshmallows.
Refrigerate until ready to serve.