Preheat oven to 350 degrees and line a muffin pan with 12 liners.
For the cookie base, in a medium bowl, stir together all of the ingredients until completely combined. Press 1 tablespoon of cookie dough into the bottom of each liner.
Bake for 7 minutes, until mostly dry on top.
For the cheesecake, beat cream cheese, sugar, vanilla and egg until completely smooth.
Remove muffin pan from the oven and divide half of the M&M's between all 12 of your cookie crusts (simply sprinkle on top). Divide your cheesecake batter between your 12 crusts. Crumble remaining cookie dough over top and sprinkle with remaining M&M's.
Bake for 12-15 minutes, until cheesecake is just set and cookie dough is light golden brown.
Remove from the pan and chill for several hours before serving. Store in an airtight container in the fridge or freeze for up to 3 months.