Melt the white chocolate in a microwave-safe bowl, heating in 20-second intervals and stirring until smooth. Drop heaped spoonfuls of melted chocolate onto a parchment-lined tray, then use the back of the spoon to drag the bottom of the dollops down to create a ghost shape. Use a toothpick to pull some of the chocolate out on each side to create arms if desired. Let the ghosts set in the refrigerator.

Melt the black candy melts according to package directions. Transfer the melted candy to a piping bag with a small tip, then pipe eyes and mouths onto the white chocolate ghosts. Set them aside to fully harden.

Using the remaining black candy melts, pipe spooky tree shapes onto parchment paper, making sure to create a thicker base to act as an anchor. Let the trees set completely. Use the melted black candy to pipe inscriptions onto the Milano cookies to create tombstones.

In a large bowl, whisk together the instant chocolate pudding mix and cold milk until smooth. Let the pudding sit for a few minutes to thicken.

Assemble the pudding cups by adding a layer of pudding to the bottom of each serving cup, followed by a layer of crushed Oreos. Repeat with another layer of pudding and finish with a final layer of Oreos. Refrigerate the assembled cups for about an hour to allow the pudding to set.