Preheat oven to 325F/160C.
Make the crust: Place cookies (with their filling) in a food processor and process until finely ground. In a medium bowl combine crumbs and melted butter, and mix until crumbs are evenly moistened. Press mixture into the bottom of a 9-inch springform pan to form an even layer. Place in the freezer or fridge to set while you make the cheesecake.
Make the cheesecake: In a mixer fitted with the paddle attachment, beat cream cheese on medium-low speed until smooth and lump-free, about 1-2 minutes. Add sugar and beat until blended. Scrape down the sides and bottom of the bowl as necessary. Add peanut butter, heavy cream, and vanilla extract, and beat just until combined. Add eggs, one at a time, until well blended and batter is smooth. Don’t overbeat. Take crust out of the freezer and pour batter over it.
Wrap the bottom and sides of the pan with one large piece of foil, then repeat with another piece. This will ensure that water from the bath doesn’t seep into the cake. Place the springform pan inside a large roasting pan, then pour enough boiling water into the roasting pan to come halfway up the sides of the cake pan. Place gently in the oven and bake for 60-70 minutes, until the sides are set but the center is still slightly wobbly. Let cake cool completely to room temperature.
Make the topping: Place chocolate and heavy cream in a heatproof bowl and melt in the microwave in 20-30 seconds intervals, stirring in between intervals so that the chocolate won’t burn. Let cool slightly, then pour over the cake. Refrigerate for at least 6 hours, until cheesecake is completely set. It tastes best after 24 hours, so this cake is great to make a day ahead.
Cover cheesecake with plastic wrap and keep in the refrigerator for up to 5 days.