Preheat oven to 350°F. Line a cupcake tin with liners. Set aside.
In a medium bowl, whisk together the flour, cocoa powder, and salt.
In a large bowl, whisk together the sugar and egg until pale, for about 2 minutes. Add in the butter and vanilla.
Add in the dry ingredients. Stir until well combined.
Divide the batter among the cavities of the pan. Use the back of a spoon to spread the batter out.
Bake for 5 minutes at 350°F. Remove from the oven and drop the temperature to 325°F.
Once slightly cooled, gently press Oreo cookie into the center of each cup.
For the Red Velvet cheesecake, in a large bowl, beat the cream cheese and sugar until smooth and fluffy. Add in the egg, sour cream, and vanilla. Mix in the cocoa powder until well combined. Mix in the red food coloring, starting at a low speed. Use a rubber spatula to check the ingredients are well combined.
Scoop the cream cheese mixture over the crust, filling each cup until almost full. Give the pan a couple of taps to level out the cheesecake mixture.
Bake for about 15-18 minutes until the edges are set. Let cool to room temperature. Transfer to the fridge and allow to chill for at least 1 hour.
Transfer cool whip to a piping bag fitted with a nozzle. Top each cheesecake with cool whip and sprinkle with chocolate shavings.