Line a baking sheet with parchment or freezer paper.
Place the cookies in a blender or food processor and blend until they have turned into fine crumbs. Add in the cream cheese and vanilla, pulse until it has combined. Using a small cookie scoop or Tablespoon scoop out the dough and roll into balls. Then place onto the baking sheet. Freeze for about 20 minutes, or until firm.
Melt the chocolate in a microwave bowl for 1 minute. Stir until smooth and melt for an additional 15-30 seconds if needed.
Dip the truffle balls into the chocolate using a fork. Tap the fork on the side of the bowl and then place back onto the lined baking sheet. Use a toothpick to help slide the ball off onto the pan. Add sprinkles immediately after dipping each ball.
Place in the refrigerator until ready to serve.