Place the Oreo cookies in a food processor and process until you have fine crumbs.
In a large bowl, mix the Oreo crumbs with softened cream cheese and Greek yogurt until well combined. If the mixture seems dry, add 1 more tablespoon of Greek yogurt at a time until it reaches a consistency you can roll into a ball.
Form the mixture into 20 balls (about 1 1/2 inches in diameter) using your hands or a spoon, and place them on a parchment-lined tray.
Freeze the balls for about 15 minutes to firm up.
Melt the chocolate candy melts in a microwave-safe bowl using 30-second intervals, stirring after each interval. Once completely melted, mix in the vegetable oil.
Coat the tip of a lollipop stick in melted chocolate and push it halfway into each ball to better hold the stick in place.
Dip each ball into the melted chocolate, letting any excess chocolate drip away.
If desired, sprinkle with a few sprinkles while the chocolate is still wet, then place the cake pops back on the tray.
Allow the cake pops to set at room temperature or in the refrigerator for about 30 minutes before serving.