This is one of the easiest and fastest ways to make homemade hot chocolate. With Oreos mixed in, to boot!
Line an 8x8" pan with aluminum foil and lightly grease with non-stick spray.
Mix together heavy cream, sweetened condensed milk, and salt in a medium-sized saucepan. Heat until just steaming, then remove from heat. Add chocolate and let sit for 10 minutes to allow the mixture to melt the chocolate.
Over low heat, whisk the chocolate until smooth and shiny. Add vanilla and mix until combined. Remove from heat and add in 1 cup of the Oreo crumbs. Stir until well-combined, then pour into 8x8" pan and allow to sit for at least 1 hour to set up. You can also put it in the fridge for faster and harder setting.
Lightly grease a 9x13 pan with cooking spray. Mix together the powdered sugar and cornstarch, then add 2-3 tablespoons of the mixture into the pan and tap to liberally coat the pan with the mixture. Set aside the remaining powdered sugar and cornstarch mixture for later.
In the bowl of a stand mixer, combine the gelatin with 1/2 cup of the cold water. Allow to bloom for several minutes while you cook the syrup.
In a saucepan, combine the remaining 1/2 cup water, sugar, corn syrup, and salt. Bring to a boil and cook until mixture reaches 240 F on a candy thermometer. Remove from heat. Turn mixer on low speed and slowly pour in the sugar syrup to mix with the bloomed gelatin. After all the syrup has been added, turn to high and whip for about 10 minutes, or until the mixture is lukewarm and thick. Add the vanilla and the remaining Oreo crumbs, and mix until well combined. Scoop the mixture into the pan, and smooth to the edges. Smooth out the top. Add additional Oreo crumbs and sprinkles (if desired). Dust lightly with some of the remaining cornstarch and powdered sugar mixture (you may not need all of it). Let marshmallows sit for at least 4 hours up to overnight to set up.
Once the hot chocolate bombs have set, cut into cubes about 1 1/4" big. You should have about 36 squares.
Cut the marshmallows into even 1 1/4" cubes (this is optional and only if you want them to look pretty stacked on top of the bombs). You'll have a few extra marshmallows if you cut them into 1 1/4", or you can cut them into bigger pieces.
Place a marshmallow cube on top of a hot chocolate bomb cube, and stick a bamboo stick through both. You can also place a candy liner on the bottom for easy gift-giving.
To make the hot chocolate, warm up your favorite milk to a hot temperature, then add the hot chocolate bomb. Allow to sit a few minutes, then stir around until dissolved.
The hot chocolate bombs melt best when they're at room temperature. They keep up to a week.