Prepare the Baking Tray: Line a baking sheet with parchment paper and set it aside.
Crush the Oreos: Use a food processor or high-speed blender to pulse the Oreo cookies into fine crumbs.
Mix with Cream Cheese: In a large bowl, beat the softened cream cheese until smooth. Add the Oreo crumbs and mix until evenly combined.
Shape the Balls: Scoop out 1.5-inch portions of the mixture, roll them into smooth balls, and place them on the prepared tray. Chill in the refrigerator for at least 2 hours.
Make the Hats: Melt ¼ cup of white chocolate melts. Dab a small amount onto the flat side of a mini Oreo half, then press an upside-down Rolo candy on top to form a hat. Decorate with sprinkles if desired and let the hats harden.
Coat the Balls: Melt the remaining white chocolate in a double boiler or microwave until smooth. Using a fork, dip each chilled Oreo ball into the melted chocolate, letting the excess drip off. Place the coated ball back on the tray.
Decorate the Snowmen: While the coating is still wet, quickly decorate the snowmen with black sugar pearls for eyes, a carrot-shaped sprinkle for the nose, and more black pearls for the smile.
Attach the Hats: Add the Oreo-Rolo hats to the tops of the balls. If the coating has already hardened, dab a little melted chocolate to help secure the hats.
Set and Serve: Let the decorated snowmen set completely for 15 minutes. Refrigerate until ready to serve