Place cream cheese in 12-qt. bowl of electric mixer fitted with paddle attachment. Beat on medium speed 1 min. or until light and fluffy. Scrape paddle and bowl. Add ricotta cheese, powdered sugar and vanilla; mix well. Stir in 14 ounces of the OREO Pieces; cover. Refrigerate until ready to use.
Meanwhile, dip both ends of shells in melted chocolate, then in remaining 2 oz. OREO Pieces. Place in single layer on wire racks; let stand until chocolate is firm.
Spoon cream cheese mixture into pastry bag fitted with fluted tip just before serving. Use to pipe about 3 Tbsp. of the cream cheese mixture into each shell.