In a food processor, grind the cookies into a powder. Blend with cream cheese and vanilla until no trace of white remains. Roll into small balls and place on a wax lined cookie sheet. Refrigerate for about 45 minutes.
Melt chocolate (I just used chocolate chips) in the microwave (or double boiler) and then dip the balls into chocolate. Let the excess chocolate drip off. Place on wax paper. Melt white chocolate and drizzle over the top. Refrigerate until the chocolate is cooled.