Split cookies, keeping filling on one cookie. Line muffin pans with foil bake cups. Place filling-covered cookie in bake cups, filling side up. Set aside.
In a medium mixing bowl, beat cream cheese, sugar, and vanilla until smooth and fluffy. Beat in eggs just until well mixed. Spoon cream cheese mixture into bake cups.
Crush remaining cookies and sprinkle over cream cheese mixture. Bake, uncovered, in a 325 degree F oven for about 25 minutes or until set. Cool.
In a small saucepan, melt chocolate pieces with shortening over low heat, stirring frequently. Drizzle over baked cheesecakes. Cover and chill.