Make the Craquelin: in a bowl, cream butter with brown sugar. Stir in flour, cocoa powder and salt and mix until no streaks of dry ingredients remain.
Roll out dough to 2-3mm thickness between two sheets of parchment paper or plastic wrap. Freeze while making the choux pastry
Make the choux pastry: preheat oven to 400F (200C).
place water, milk, butter, sugar and salt to a saucepan. Bring to a boil. Remove from heat and add the flour, stir with a wooden spoon until incorporated. Once flour is incorporated, place back over medium-low heat, stirring constantly for 1-2 minutes or until dough comes together into a smooth ball
Transfer to a large bowl and let cool slightly. Add the eggs, one at a time, allowing each egg to fully incorporate after each addition. Beat until dough is smooth.
Transfer the dough to a large piping bag with a ½-inch round tip. Pipe the dough into 1-inch circles, keeping them 1½-inch (3-4cm) apart.
Remove the craquelin dough from the freezer, and cut out into 1-inch circles using a cookie cutter. Place on top of piped dough
Bake for about 20-25 minutes. Turn the heat off, slightly open the oven door and leave the puffs there for 5-10 minutes. Transfer to a wire rack and let cool completely.
Make the filling: in a large bowl place cream cheese and powdered sugar, beat until incorporated and smooth. Add cold heavy cream, vanilla extract and beat to stiff peaks. Fold in crushed Oreos. Transfer to a piping bag.
Two ways of filling:1. Cut the puffs in half and fill. 2. Make a hole in bottom and fill the puffs.