Place 12 Oreo cookies in a zip-top bag and crush them into fine crumbs with a rolling pin. Set the remaining 4 cookies aside for topping.
In a medium bowl, whisk the instant chocolate pudding mix with the cold milk for 2 minutes until it thickens. Let it sit for 5 minutes to set.
In a separate bowl, beat the softened cream cheese and powdered sugar together until smooth. Gently fold in the whipped topping until fully combined.
Layer the dessert in 4 clear cups or small bowls. Start with a spoonful of pudding, followed by a layer of the cream cheese mixture, then a layer of crushed Oreos.
Repeat the layers once more, ending with crushed Oreos on top to resemble dirt.
Press the rectangular chocolate cookies upright into the top of each serving to act as tombstones. Add 2 gummy worms per cup, tucking them partially into the Oreo crumbs.