Preheat the oven to 325 degrees F. Line a 12 well muffin pan with paper liners and set aside.
Mix crushed Oreos, melted butter and salt in a bowl until well combined.
Evenly distribute the mixture in the lined muffin pans. Press the crumb mixture down to create the crust for the cheesecakes.
Bake the crusts for 5 minutes. Set aside to cool while you prepare the filling.
To make the filling, mix the cream cheese and sour cream with a stand or hand mixer on low speed until smooth and well combined.
Add the sugar, vanilla and salt and beat on low speed until well combined. Add eggs one at a time and beat on low until just combined.
Divide the batter evenly into three separate bowls. Add the purple food color to one of the bowls and mix until just combined. Repeat with the orange and green food color in the remaining two bowls.
Layer the colored batter onto the cooled crusts in one tablespoon increments. For example, one tablespoon of purple batter, topped with one tablespoon of orange batter, then one tablespoon of green batter. The order of the batter doesn’t matter here, you can get creative. Do this carefully so they do not mix, but if they do that is ok.
Bake the cheesecakes for 15-20 minutes or until the top of the cheesecakes are set. Allow the cheesecakes to cool in the pan for one hour at room temperature. After an hour remove the cheesecakes from the pan and transfer to the refrigerator for at least 3 hours, or overnight.
Once the cheesecakes have set, remove them from the paper wrappers and set aside while you prepare the chocolate whipped cream.
Combine heavy cream, powdered sugar, cocoa powder and salt in a large bowl and whip until stiff peaks form.
Transfer whipped cream to a piping bag fitted with a piping tip of your choice. Pipe a dollop of cream onto each cheesecake and decorate with sprinkles.
Chill the cheesecakes until you are ready to serve.