Preheat oven to 325F.
Place the OREO cookies in a gallon size zip top bag and crush with a rolling pin. Pour the crusted OREO's into a small bowl; add the melted butter and stir well. Set aside.
In a large mixing bowl, beat the cream cheese with an electric mixer until smooth. Add the heavy cream and mix well.
Add the egg, sugar, and vanilla extract and mix with the electric mixer until smooth and creamy.
Scoop the OREO crust mixture into the bottom of 12 cups of a mini cheesecake pan. Very lightly press down to flatten.
Evenly scoop the cheesecake mixture into each cup of the mini cheesecake pan over the OREO crust.
Bake the mini cheesecakes at 325F for 25 minutes. Cool at room temperature for 5 minutes. Run a knife around the edges of the cheesecakes to release from the sides of the pan.
Place the pan of cheesecakes in the refrigerator to chill for 1 hour.
Press up on the bottom of each mini cheesecake pan cup to remove the cheesecakes from the pan. Top each cheesecake with cherry pie filling.
Serve immediately or chill until serving.