Grind cookies into a fine powder using a food processor.
Combine cookie powder and cream cheese in a large bowl. Mix by hand until dough comes together.
Press dough into an ungreased 9x13-inch baking pan.
Combine 1/4 cup water, semisweet chocolate, milk chocolate, and butter in a microwave-safe bowl. Microwave in 15-second intervals, stirring after each interval, until melted, 1 to 2 minutes. Set aside.
Whisk 1/4 cup water, egg yolks, and sugar together in a small saucepan over low heat. Cook for 2 minutes. Remove from heat and mix in the melted chocolate. Fill a bowl with ice, set saucepan on top, and stir mixture until cool. Fold in 2 1/2 cups whipped topping.
Spread chocolate mixture over the cookie crust. Spread remaining whipped topping over the mousse and refrigerate for at least 1 hour.
