Preheat the oven to 350°F. Line a large baking sheet with a silicone baking mat or parchment paper. Set aside.
Place 12 Oreo cookies (including the filling) in a blender or food processor and blend until you have crumbs. You can also place the cookies in a resealable plastic bag and crush them with a rolling pin.
In a medium bowl, whisk together the Oreo cookie crumbs, flour, cocoa, baking soda, baking powder, and sea salt. Set aside.
In the bowl of a stand mixer fitted with the paddle attachment, combine the butter and both sugars. Mix until smooth, 2 minutes. Add the eggs and vanilla and mix until combined.
With the mixer off, add the dry ingredients and beat on low speed until just combined. Don’t over mix.
Form the cookie dough into balls, about 1 tablespoon per cookie, and place on prepared baking sheet, 2 inches apart.
Bake for 8 to 10 minutes, or until the cookies are set but still soft in the center. Don’t over bake.
Remove from the oven and let cool on the baking sheet for 5 minutes. Transfer to a wire cooling rack and cool completely.
While the cookies are cooling, make the filling. Place the remaining Oreo cookies (with filing) in the blender or food processor and blend until you have Oreo crumbs, set aside.
Place the butter and cream cheese in the bowl of a stand mixer fitted with the paddle or whisk attachment. You can also use a hand mixer.
Beat the cream cheese and butter together on high speed until smooth and creamy.
Add the peppermint extract, vanilla extract, and salt and mix to combine.
With mixer on low, gradually add the confectioner’s sugar and mix until combined. Switch the mixer to high speed and beat for 1 minute.
Add the Oreo crumbs and mix until cookie crumbs are well incorporated.
To assemble the cookies: Transfer the filling to a piping bag or resalable plastic bag and cut off the tip of the bag. Pipe a swirl of filling onto the flat side of one cookie, about 1 tablespoon, and top with a second cookie that is equal in size. Gently press together to form a sandwich. Repeat with additional cookies. Alternatively, you can use a butter knife to spread the filling onto the bottom/flat side of one cookie and then sandwich them together.
Place the crushed peppermint candies in a bowl and roll the cookies into the candies. Gently press if they aren’t sticking.