In a medium mixing bowl, beat the cream cheese, powdered sugar, cocoa powder, 1 teaspoon vanilla extract, and sea salt together until combined. Add ¼ cup of Baileys and continue beating until smooth and fluffy.
In a separate mixing bowl, beat 1 cup of heavy whipping cream until it doubles in volume and begins to thicken. Add in 2 tablespoons of Baileys, 1 teaspoon of vanilla, 2 tablespoons of cocoa powder, and 2 tablespoons of powdered sugar. Continue beating until the mixture has thickened and stiff peaks form.
Place the Oreo cookies into a gallon-size plastic bag and crush with a rolling pin to form small crumbles.
Place the cheesecake mixture into a piping bag and the whipped cream mixture into a second piping bag.
Beginning with the cookie crumbs, layer the cookie crumbs, cheesecake mixture, and whipped cream mixture into four lowball glasses. Repeat with a second layer of cookie crumbs and cheesecake mixture.
Put an open star piping tip (e.g., Tip #1M) on the whipped cream piping bag and pipe a swirl on the top of each glass. Sprinkle with a few remaining cookie crumbles and serve.