Preheat oven to 350 F.
Tear off a piece of aluminum foil that is a few inches larger than a 9" x 9" baking pan. You want some of the foil to hang over the sides because you'll use it as a 'handle' to remove the bars later.
Place the Oreos in a blender or food blender and pulse until they form a fine crumb. Transfer to a medium-sized bowl.
Add butter to Oreo crumbs and stir.
Pour mixture into the baking pan and flatten out using a spatula. Press down to make a dense crust.
Place pan into the oven and bake 9-10 minutes. Remove from the oven and let cool.
Meanwhile, make the filling by beating the cream cheese, egg, sugar, and vanilla extract in a mixer for 3 minutes.
Gently fold in the Snickers.
Once the baked crust has cooled completely, spread the Snicker's mixture over the crust, pressing into the corners.
Bake for 30-35 minutes (ours only took 30) until the cheesecake has started to brown just a little on top.
Remove from oven and let cool before then placing into the fridge for 3 hours.
Remove the cheesecake from the pan by grabbing two sides of the overhanging foil and pulling upwards. The cake should pull out easily. Place onto a cutting board.
Cut cheesecake into 16 bite-sized pieces.