Prepare a square 9 by 9 inch glass pan by lining it with non-stick foil or parchment paper.
Over a double boiler, melt 1/2 cup of the butter and dissolve cocoa and sugar in the butter.
Once sugar is dissolved, quickly whisk in the beaten egg until mixture thickens and looks like a loose custard (this happens pretty quickly).
Remove top of double boiler, and mix Oreo crumbs into custard. Press this mixture into bottom of prepared pan.
Place pan in refrigerator while you prepare the middle layer.
In a large bowl, or standing mixer, cream together the other 1/2 cup of butter, the pudding powder, and the cream. Slowly mix/fold in the powdered sugar until incorporated, and then beat until light yellow, and creamy (about 2 minutes).
Spread frosting over Oreo layer and refrigerate for 30-40 minutes.
When the bottom two layers are cold, melt chocolate chips with vegetable oil over a double boiler.
Cool chocolate slightly, and pour over the top of the other layers. Spread with a spatula.
Let cool in refrigerator for about 30 minutes, or until chocolate just loses its gloss.
With a sharp knife, cut into 25 squares and chill for 15 minutes to overnight.
Remove squares from pan, being careful to remove any parchment paper or foil that might be sticking to the bottom of each square.