Stir together the cookie crumbs and butter, mixing until the crumbs are thoroughly moistened. Stir in the sprinkles once the mixture is at or near room temperature.
Divide the crust evenly among four 6- or 8-ounce serving glasses. Press lightly into the bottom of each glass.
To make the cheesecake:
Using an electric mixer on medium speed, beat the cream cheese, sugar, heavy cream, and vanilla until thoroughly combined.
Stir in the sprinkles.
Divide the cheesecake filling among the serving glasses. Spread evenly over the crust.
To make the topping:
Place the cream in a cold mixing bowl. Using an electric mixer with a whisk attachment, beat at medium-high speed until the cream begins to thicken.
Add the confectioners' sugar, and continue beating until soft peaks form.
Top each cheesecake with a dollop of whipped cream. Top with sprinkles.
Serve immediately for a softer cheesecake. For a firmer filling, chill at least 2 hours before serving.
Notes
*Vanilla wafers, golden Oreos, or most any crispy vanilla cookie will do. Or try a different flavor for some variety.