Start by preheating your oven to 350°F. Lightly grease the mini cheesecake pan so the crust doesn’t stick.
Pulse the cookies in a food processor until small crumbs form. Mix in melted butter, then press a small scoop of crumbs into each pan cavity to form the base. Bake for 5 minutes for a firm crust.
In a stand mixer, beat softened cream cheese until smooth. Add sugar, cocoa powder, sour cream, vanilla, and red food coloring. Mix in the egg until fully incorporated.
Scoop the filling over the baked crusts and smooth the tops. Bake for 10 minutes, then remove and let cool completely at room temperature before chilling.
Whip heavy cream with powdered sugar and vanilla until soft peaks form. Once cheesecakes are chilled, top each one with a dollop of whipped cream.