Preheat oven to 350°F / 175°C. Line a 9" (23cm) springform pan with parchment paper. Set aside.
Crust: In a large bowl stir together Oreo crumbs, melted butter, and cocoa until combined and evenly moistened. Transfer to the prepared pan and press crumbs into the bottom and halfway up the sides with the back of a measuring cup. Freeze until filling is done.
Filling: In a large mixing bowl, using a handheld or stand mixer fitted with a whisk or paddle attachment, beat the cream cheese, sugar, and cocoa just until combined, smooth and no lumps remain. Add melted chocolate and mix to combine. Add one egg at a time and mix just until combined before you add the next egg. Scrape down the bowl and add heavy whipping cream, salt, and vanilla* and mix until creamy. Don't overmix. Too much air in the filling can cause cracks while baking.
Pour filling into the crust and spread evenly. Place a piece of parchment paper under the springform pan and bake for 55-65 minutes until the edges look puffed and the top is set with a lightly wobble underneath. It still should wobble like pudding when you remove it from the oven. Don't overbake. I baked mine for 55 minutes.
Turn off the oven, crack open the door, and let the cheesecake in the oven for another hour. Then remove from the oven and let cool to room temperature. Refrigerate at least 3 hours or overnight. Store leftovers in an airtight container in the fridge up to 3 days.