In a food processor blend your Oreos to fine crumbs.
Transfer to a medium-sized bowl. Add the melted butter and use a fork to combine.
Set out 22 2-oz plastic shot glasses and use a small spoon or teaspoon to press about 1 1/2- 2 tsp of cookie crumbs into the bottom of each shot glass.
Prepare your filling.
In a stand mixer or with an electric mixer stir together cream cheese and vanilla extract. Gradually add cake mix and powdered sugar until completely combined. Scrape down sides and bottom of bowl periodically to ensure ingredients are well-combined.
With mixer on low-speed, add cool whip and stir to combine. You will need to pause frequently and use a spatula to scrape the sides and bottom of the bowl to make sure it is well-combined. You want the filling to be creamy and smooth -- not lumpy.
Transfer the filling to a piping bag fitted with a large tip (I used an Ateco 846 closed-star tip--if you do not have this tip you can simply transfer the filling to a large Ziploc bag, snip a corner off, and pipe the frosting in that way).
Top with sprinkles and cherries, if using, and serve.
Keep any uneaten dessert shooters refrigerated in an airtight container.
*If you don't pipe the frosting in using the specified tip and instead fill the shooters completely you will get fewer dessert shooters