Preheat oven to 350 degrees.
Place one Oreo cookie in the bottom of a good quality cupcake liner.
Beat the cream cheese, sugar, and vanilla until smooth. Add the egg. beat on low until combined. Spoon over the Oreo cookie.
Bake at 350 degrees for 15 minutes or until the center is set. Cool for 10 minutes before removing from pan. Place on wire rack to cool completely. Refrigerate for at least one hour.