Make the chocolate layer first so that it has plenty of time to cool.
Chocolate Layer: In a medium size saucepan, whisk the sugar, cornstarch, and salt together. Gradually whisk in 1 ¼ cups of the milk (reserve the 1 tablespoon), then whisk in the egg yolk. Place the mixture over medium heat, constantly whisking and scraping the sides of the pan until the mixture begins to bubble and thicken.
After the filling has thickened, continue whisking for one minute, then whisk in the 1 tablespoon of butter and the unsweetened chocolate. Remove from heat and whisk until smooth. Whisk in the vanilla. Cover with wax paper or parchment to prevent a skin from forming and let cool at room temperature. This should take an hour or so.
Crush Oreos in a food processor. Mix with melted butter and press into the bottom of a greased 8 inch square pan. Put in the freezer while you make the filling.
Whip 1 ½ cups of cream until stiff peaks start to form, then add the confectioners’ sugar and vanilla. Set aside.
In another bowl, beat the softened cream cheese and sugar together. Beat in the reserved tablespoon of milk, then fold in about ⅔ cup of the sweetened whipped cream. Spread this over the Oreo crust.
Spread the cooled chocolate mixture over the cream cheese mixture, then spread sweetened whipped cream over the chocolate mixture. Crumble some Oreos and sprinkle over the top.
Chill for at least 3 hours.