Mix the chocolate pudding with the milk and beat for two minutes.
Place pudding mixture in the fridge
Whip up the heavy cream
Cube up the cream cheese and add it to the freshly whipped cream
Add in the icing sugar
Add in the chocolate pudding
Place Oreo cookies in the food processor and blend until they are crumbles. (If you don't have a food processor, place them in a Ziploc bag and beat them with a rolling pin. They will be large pieces, but that won't matter)
Place a layer of pudding mixture down in the bottom of your container
Layer 1/3 of the cookie crumbles on top
Place another layer of pudding mixture on top of cookie crumbles
Layer another 1/3 of cookies
Place another layer of pudding mixture on top
Finish with the last 1/3 of the cookie crumbles
Top with gummy worms
Keep in the fridge until it is time to serve.