1. Prepare the cheesecake pan by rubbing the inside of each mini cheesecake well with a lightly oiled paper towel.
2. Preheat oven to 350º.
3, Make the crust. Melt butter in a small bowl. Place the Oreo cookies in a large ziplock type bag and crush using a rolling pin. Place crushed cookie crumbs in a medium sized bowl and combine with melted butter. Add about 1 Tbsp of the crust mixture into each of the 12 mini cheesecake wells. Pack down the crumbs using a shot glass or glass spice bottle. Bake crust for 10 minutes in preheated oven.
4. Make the filling. Melt chocolate in a small bowl and set aside. In the bowl of an electric mixer, blend cream cheese until very smooth. Add sugar and continue to blend until fully incorporated. Add egg and vanilla, and continue to beat, scraping down the sides of the bowl as needed. Add melted chocolate and blend. While blending add Kahlua. Beat an additional 30 seconds or so.
5. Reduce oven temperature to 250º.
6. Open a large Ziploc and place it in a large glass, pulling the sides of the bag down over the glass. Add the cheesecake filling to the bag, then close the bag. Snip off one corner of the bag, and fill each well of cheesecake pan a bit more than ¾ full with filling. If there is a bit of extra filling, you can bake it in a small ramekin for a little "tester".
7. Place cheesecake pan in the 250º oven and bake cheesecakes until the filling is set 22-25 minutes. Place the pan on a wire cooling rack and allow to cool to room temperature, then place entire pan in the refrigerator about 4 hours before removing cheesecakes for the pan.
8. Once cool, carefully remove the cheesecakes from the pan (pressing up on the removable bottom of each well). Keep the cheesecakes in the fridge until ready to serve. Garnish with whipped cream, a chocolate covered espresso bean and a sprinkle of cinnamon or cocoa powder.
9. The cheesecakes may be made up to 2 days in advance, and kept (in a closed container) in the fridge.