Preheat oven to 300 degrees F (150 degrees C). Place a shallow pan 1/2-full with water on the lower oven rack to minimize cracking in the cheesecake. Spray the inside of a 9-inch springform pan with cooking spray and line with parchment paper.

Mix chocolate sandwich cookies, sugar, and butter together in a bowl; press into the bottom of the prepared pan.

Beat cream cheese and sweetened condensed milk together in a separate bowl using an electric mixer until smooth; beat in eggs, 1 at a time, until just blended. Stir candy bars and vanilla extract into cream cheese mixture; pour over crust.

Bake in the preheated oven until edges are set and center is still slightly soft, about 50 minutes. Turn off oven, leaving door open, and cool cheesecake in oven, at least 1 hour. Run a knife or spatula around the edges to loosen cheesecake; refrigerate in the pan until set, 8 hours or overnight.