Beat heavy whipping cream and powdered sugar till soft peak formed. Set it aside.
In a plastic bag, crash Oreo cookies into fine crumbs. Combine cookie crumbs and melted butter in a bowl. Set aside.
Make the mousse: Heat the milk, sugar, egg yolk, soaked gelatin, chocolate in a heatproof bowl set over a saucepan of simmering water (do not let the bowl touch the water), stirring, until melted. Remove the bowl from the pan; stir until cool to 45°C (113°F) .
Fold whipped cream in mousse mixture and mix well.
Pour mixture into cup shaped mold about ⅔ full. Fill the rest with Oreo cookie crumb.