In a small bowl, stir together the crumbled cookies and melted butter. Cover the bottom of 8 shot glasses with a spoonful of the crumb mixture. In a medium bowl, combine the cheesecake filling, pumpkin pie filling, and pumpkin pie spice until blended. Spoon a heaping spoonful of the pumpkin mixture in each shot glass on top of the crumb mixture. Top the pumpkin mixture with another spoonful of crumb mixture and a heaping spoonful of pumpkin mixture until the glass is full. Refrigerate.
Before serving, in bowl, combine the cream, vanilla, and powdered sugar. Using a hand mixer on low speed, beat until soft peaks form. Top each glass with a dollop of whipped cream.