Blend Oreos in a food processor and then combine with butter. Mix and press into a cake/baking pan. Freeze for 5-10 minutes.
Combine cream cheese, butter and powdered sugar and mix together.
In a separate bowl, combine coco powder, heavy cream and vanilla. Add this mix to the cream cheese mix little by little.
Add this to the pan, spread into a layer and then freeze for an hour.
For the pudding layer, combine pudding mix and milk. Let it set for a few minutes and then mix in the marshmallows.
Spread this layer on top of the last and let it freeze for 30 minutes to 1 hour.
Mix the heavy cream, powdered sugar and vanilla for about 10 minutes until the peaks are stiff. Add to the pan as the last layer and the use mini marshmallows, mini chocolate chips and chocolate sauce to top. Then freeze.
Move to the refrigerator one hour before use.