In a food processor (or in a large ziploc bag with a rolling pin), crush the Oreos until fine crumbs form. Transfer to a large mixing bowl and stir in the cream cheese until a smooth dough forms. Chill mixture for 30 minutes.
Line a baking sheet with wax paper. Roll and form about 2 Tablespoons of Oreo mixture into a finger-like shape then place onto baking sheet. Repeat with the remaining mixture. Chill in the freezer for an hour.
While "fingers" are chilling, make the "finger nails." Melt the red candy melts in a small bowl in the microwave until smooth. Working with one at a time, dip the almonds into the melted candy melts, tap excess chocolate off, then place onto a parchment or wax paper-lined dish/baking sheet. Refrigerate dipped almonds until chocolate has set.
Place green candy melts in a shallow dish then melt in the microwave until smooth. Remove "fingers" from the freezer.
To make them easier to dip, I inserted a skewer about 2/3 of the way through the bottom of each finger. Dip the "finger" into the melted candy melts, tap off excess chocolate, then place back onto lined baking sheet. Place one almond onto the tip of the "finger" to form the nail. Use a skewer to add lines and create a more realistic finger.
Notes
*This step can also be done with a knife after chocolate has set up.* Repeat with remaining "fingers" then place in the refrigerator until set.