Line a 9-inch spring form pan with plastic wrap or parchment paper, that sticks about an inch above the sides of the pan.
In the bowl of an electric mixer using a whisk attachment, whisk the heavy cream, vanilla extract and powdered sugar on high speed until stiff peaks form (about 5 minutes).
Divide the whipped cream equally into 3 mixing bowls. Color each with orange food coloring, gently folding in the color until completely mixed through. Make each one a different shade of orange (light to dark).
Place a single layer of cookies into the bottom of the pan, you can add pieces of broken oreos in between the gaps if you wish but it is not necessary.
Top the cookies with one third of the whipped cream. I used the darker shade for the bottom layer. Spread evenly with a spatula.
Top with a second layer of cookies.
Top the second cookie layer with 1/3 of the whipped cream and spread evenly with a spatula.
Top with oreo cookies and then with the remaining whipped cream. Spread evenly, cover with plastic wrap and refrigerate for a minimum of 6 hours or overnight.
Remove from the refrigerator and decorate with the icing and sprinkles.