Line a baking sheet with parchment paper. Set aside.
Place Oreo cookies in the food processor and pulse until finely ground. Add the cream cheese and 2 of the 4 crushed candy canes into the food processor. Pulse until the mixture is well combined.
Scoop the mixture into 1-inch truffle balls and place on the lined baking sheet. Place truffle balls in the freezer for at least 1-2 hours. Freezing the truffle balls is VERY important. If the truffle balls are not solid, it will be hard to coat with the melted chocolate.
In a bowl, combine the chopped chocolate and coconut oil and microwave in 30 second intervals, stirring in between, until melted. Careful not to burn!
Working one truffle at a time, evenly coat in chocolate by swirling the chocolate around the truffle ball with a fork then gently tapping off excess chocolate on the edge of the bowl.
Place the truffle ball back on baking sheet and immediately sprinkle with the remaining crushed candy canes. Repeat with the rest of the truffle balls. Refrigerate until set before serving.
You can refrigerate the truffles for up to 5 days or freeze for up to 2-3 months. Just thaw before serving.