Preheat oven to 325°F (163°C) and line a 12-cup muffin tin with paper liners. Lightly spray with non-stick baking spray.

Make the Crust: Pulse Oreo cookies in a food processor until fine crumbs form. Mix with espresso powder and melted butter until well combined. Divide the mixture evenly into the cupcake liners, pressing it firmly into the bottom and slightly up the sides. Bake for 5 minutes, then remove from oven and lower the temperature to 300°F (149°C). Let cool while preparing the filling.

Make the Cheesecake: Beat cream cheese and sour cream until smooth. Add sugar and vanilla extract, beating until combined. On low speed, mix in the egg and egg yolk just until incorporated (avoid over-mixing). Gently stir in the heavy cream, Kahlua (if using), and espresso powder. Evenly distribute the cheesecake batter over the prepared crusts (cups will be full). Bake for 16 minutes, then turn off the oven and leave the door closed for another 10 minutes. Remove from oven and cool completely on a wire rack. Then refrigerate for at least 2 hours before serving.

Make the Ganache: Place chopped chocolate in a bowl. Heat heavy cream until simmering, then pour over chocolate. Let sit for 1 minute, then whisk in espresso powder until smooth. Let ganache cool for 5 minutes, then spoon over each chilled cheesecake. Garnish with espresso beans and shaved chocolate, if desired.