In a large mixing bowl, combine cold milk and instant chocolate pudding mix. Whisk to get out any lumps, then set aside to thicken for 5 minutes.
In the meantime, combine heavy whipping cream and powdered sugar in a separate bowl. Whip to form stiff peaks, then gently fold the whipped cream into the thickened pudding. Set aside.
Add your Oreo cookies to the bowl of a food processor and pulse to crush the cookies into tiny crumbs. You can also crush them with a Ziploc bag and rolling pin if you don’t have a food processor.
Grab your cups of choice, then begin layering the Oreo crumbs with the pudding mixture. You’ll start with Oreos on the bottom, then pudding, repeat one more time, and top with more Oreo crumbs. You’ll end up with 5 layers in each cup.
When you’re done layering, combine your shredded coconut with a few drops of green food coloring and mix until the coconut reaches an even shade of green.
Top each pudding cup with a sprinkle of the shredded coconut, and three pumpkin candies. Refrigerate until ready to enjoy!