Step 1: Prepare the crust. Crush Oreo cookies finely using a food processor or by placing them in a Ziploc bag and crushing with a rolling pin. In a medium bowl, combine the crushed Oreos and melted butter. Press the mixture firmly and evenly into the bottom of a 9x13 inch baking dish. Place in the freezer for 10-15 minutes to set while you prepare the filling.
Step 2: Make the cream cheese layer. In a large mixing bowl, beat the softened cream cheese, ¾ cup powdered sugar, and vanilla extract with an electric mixer until smooth and creamy. Gradually beat in the sweetened condensed milk until well combined and smooth. Spread this mixture evenly over the chilled Oreo crust.
Step 3: Prepare the hot chocolate pudding layer. In a separate large bowl, whisk together the instant chocolate pudding mix, 2 cups cold milk, and hot cocoa mix until no lumps remain and the mixture begins to thicken, about 2-3 minutes. Spread this chocolate pudding mixture carefully over the cream cheese layer.
Step 4: Chill the lasagna. Cover the baking dish loosely with plastic wrap and refrigerate for at least 4 hours, or preferably overnight, to allow the layers to set properly. This is crucial for a firm, sliceable dessert.
Step 5: Add the topping and serve. Just before serving, spread the thawed whipped topping evenly over the set chocolate pudding layer. Garnish with mini marshmallows and chocolate shavings or a dusting of extra hot cocoa mix. Slice and serve immediately.