In a medium bowl, combine the chocolate cookie crumbs and melted butter. Press the mixture firmly into the bottom of a muffin tin lined with paper liners to create the crust. Place in the refrigerator to set.
In a large mixing bowl, beat the cream cheese and sugar until smooth. Add the vanilla extract and mix well.
Divide the cream cheese mixture in half. Stir the melted chocolate into one half and the caramel sauce into the other.
Spoon the chocolate mixture over the chilled crusts, followed by the caramel mixture. Swirl the layers together with a toothpick for a marbled effect.
Refrigerate for at least 2 hours, or until the cheesecakes are firm.
Before serving, drizzle with additional caramel sauce and top with chopped mini chocolate squares and chocolate shavings.