Crush Oreos in a gallon size ziplock bag with a rolling pin. Mix crushed cookies with cream cheese sub, vanilla extract and sugar. Form into 1/2 inch diameter balls, and freeze at least 1 hour.
Melt chocolate in a double boiler. Coat the frozen Oreo balls with the melted chocolate, making sure that the entire surface is covered, and place on a wax paper lined cookie sheet. Freeze at least an hour to set the chocolate.