In a food processor, pulse the cookies until finely crushed. Add the cream cheese and continue pulsing until throughly combined. Refrigerate mixture for 20 minutes.
Line a baking sheet with wax paper. Using a small cookie scoop or two spoons, scoop out mounds of truffle dough (about the size of a ping pong ball) and place on the lined baking sheet. Chill in the freezer for 10 minutes.
To stuff the truffles, slightly flatten a truffle mound. Place a Rolo in the center, then wrap the truffle dough around the Rolo by sealing the edges. Roll into a ball to "erase" any seams. (See photo above.) Place back on the baking sheet and repeat with the remaining truffles. Freeze balls for 20 minutes.
Melt orange candy melts according to package instructions. Dip the truffles into the melted candy melts, then place back onto the baking sheet. Refrigerate for another 10 minutes, or until chocolate is set.
Melt the green candy melts and decorate the truffles as desired. I used a pastry bag with 2 different tips (Wilton tips #3 and #67) to get the vine and leaves.
Refrigerate truffles for at least 10 minutes to allow everything to firm and set up. Store truffles in an airtight container in the refrigerator for up to one week. Truffles can also be frozen for up to 3 months.