Add chocolate cookies to a blender and pulse to pulverize.
Melt the candy melts in the microwave according to package directions.
Dip pretzels in the white chocolate, pick up with a fork tap of the excess, and place on a cookie sheet lined with wax paper. Sprinkle with crushed Oreos. Continue until you're out of candy.
Let chill to set. Store in an airtight container.