Preheat the oven to 325 degrees and grease a 9 inch springform pan. You will need a large roasting pan that’s bigger and longer than the springform pan. (I use the aluminum foil disposable ones). If you are not sure about your springform holding up in water, you can wrap the outside of the springform pan in heavy duty aluminum foil from bottom up to the sides. I recommend wrapping the outside of the springform in foil before adding the crust and cheesecake batter.)
Pulse Oreo cookies for crust in a blender until it's just crumbs. Mix Oreo cookie crumbs and melted butter in a mixing bowl until thoroughly incorporated.
Spread crumb mixture in the bottom of the springform pan, evenly, pressing it over the bottom and a little up the sides.
In a bowl of an electric mixer, beat cream cheese on medium-high speed until smooth and fluffy, 2-3 minutes. Scrape sides and bottom of the bowl and beat for another minute.
Add corn starch and sugar and mix until combined.
Beat in eggs, one at a time, until well incorporated.
Add sour cream, vanilla extract, and heavy cream and beat until all mixed very well.
Add crushed Oreo cookies and beat until incorporated throughout the batter. Scrape sides and bottom of the bowl and mix the batter with the spatula.
Transfer the batter into the spring form and spread it evenly.
Place roasting pan into the oven and place cheesecake springform pan inside the roasting pan. Carefully add water to the roasting pan, about half way up the side of the springform.
Bake for 85-90 minutes. Turn off the oven and open the oven door half way. Let cheesecake rest for about 10 minutes and take it out of the oven (out of the roasting pan and carefully take off the foil).
Let it rest for 10 minutes on the counter and then gently run a greased butter knife between sides of the cheesecakes and the springform to carefully separate it. (You don't actually have to take the cheesecake out of the pan until ready to frost.)
Cool cheesecake for an hour and then place it in the refrigerator. Refrigerate for at least 4 hours before adding the frosting.
(Use whisk attachment for frosting.) In a bowl of an electric mixer, add mascarpone cheese, heavy whipping cream, and vanilla extract. Start on low speed to mix the ingredients and gradually increase the speed over a few seconds to medium-high. Slowly pour in the sugar as the mixture thickens while mixing. Do no walk away, this will be ready fast! Beat on medium-high speed until stiff peaks form and gradually lower the speed, over a couple of seconds.
Add frosting to the piping bag and generously frost/decorate the cold cheesecake.