Combine the cream cheese, vanilla extract, and Nutella in a mixing bowl. Mix until well-blended.

In another mixing bowl, put the crushed Oreos and gradually mix in the melted butter. Stop adding the butter once the crushed Oreos stick together.

To make the crust, flatten the Oreo mixture into a layer at the bottom of small jars or dessert cups.

Divide the cream cheese and Nutella mixture, and transfer them into the jars/cups on top of the Oreo crust.

Refrigerate the mixture for at least 2 hours.

Put whipped cream on top of each, and sprinkle chocolate shavings. Serve.