(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. Beat until it starts to thicken and lower the speed to add sugar.
Pour in sugar and raise the speed again. Beat on medium-high speed until stiff peaks form and gradually lower the speed, over a couple of seconds. Do not walk away, this will be ready fast!
Fold in COOL whip topping into the whipped mixture and refrigerate for about an hour.
Melt the dark and white chocolate bars separately. You can use a microwave just make sure to heat it through on half power and in the increments of 45-30 seconds, stirring in between each increment. Let chocolates cool a bit.
Divide whipped mousse mixture in half and gradually stir/whisk in dark and white chocolates into each half by drizzling the chocolate in while stirring.
To prepare parfaits
Transfer each chocolate mousse into a separate piping bag.
Crush Oreo cookies.
Layer each mousse and cookies on top of each other. You can create 3 large parfaits or 6 small ones.