Preheat oven to 325°F. Grease 8 deep cavities of a brownie muffin pan and line each with a paper liner of some sort or a strip of parchment. Skip that step if using silicone. Otherwise, just lightly grease an 8 or 9-inch square pan.
In a bowl, mix brownie mix, the syrup packet that comes with it, egg, oil and water until smooth.
Carefully spoon the batter into the muffin cavities dividing evenly. Crumbly Oreos and put them on the top, then push the crumbled Oreos down into the batter.
Bake for about 18 to 20 minutes at 325 or just until they seem done. If using a large pan, go by the times on the box (probably about 40 minutes).
Let cool completely before frosting.
Beat softened cream cheese and butter until smooth.
Add powdered sugar and vanilla and stir, then add the cream and stir, then beat again until light and fluffy.
Stir in crushed Oreos. Save some of the crushed Oreos for garnishing the top.
To assemble, spread icing in a thick layer over the tops of the Oreo brownies. Chill until very cold.
Melt the chocolate and coconut oil together and let cool slightly, then drizzle over cold icing. Garnish with more Oreo crumbs. Put in the refrigerator to set.