Preheat oven to 350f/175c. Line a 9-inch (23cm) springform pan with baking paper. Set aside.
For the crust: Stir together Oreo crumbs, melted butter and cocoa powder until thoroughly combined and all the crumbs are moistened. Tip into the prepared pan and press the crumbs firmly around the bottom of the pan and about halfway up the sides. Place in the freezer while preparing the filling.
For the filling: In the bowl of a stand mixer fitted with the paddle attachment, mix the cream cheese, sugar and cocoa powder together until smooth and no lumps remain. Pour in the melted chocolate and mix until combined. Add the eggs, one at a time, and mix until just combined after each addition. Scrape down the sides of the bowl and add the heavy whipping cream, salt and vanilla extract and mix until just combined and smooth. Be careful not to over-mix!
Pour the filling into the prepared crust and spread the top out evenly. Place a sheet of baking paper underneath the pan to catch any drips in the oven and bake for 55-65 minutes until the outer edges are puffed up and the top is just set. The middle of the cheesecake should still wobble just slightly like a thick pudding when it is done. Be careful not to over-bake!
Turn the oven off, and leaving the oven door slightly ajar, let the cheesecake cool in the oven for 1 hour.
Remove the cake from the oven and leave to cool completely at room temperature. Chill in the refrigerator for at least 3 hours, or overnight (I let mine set overnight and it was absolutely perfect the next day, so I'd recommend overnight).
If there are any leftovers (yeah, right!!), they can be stored in the refrigerator in an airtight container for around 3 days.