Bake the puff pastry shells for 20 minutes or per package directions, until risen and golden. Set aside to cool. When the shells are cool enough to handle, cut out the centers with a small paring knife to create shells.
Blend the cashews with the water and strain into a small saucepan. Heat until steam rises from the cashew cream, but don't let it boil. You want it to be just hot enough to melt the chocolate.
Place the chocolate chips, vanilla, and sugar in a bowl. Pour the hot cashew cream over it and mix well until all the chocolate has melted.
Cover the chocolate with cling wrap and place in the refrigerator for at least an hour to solidify into a mousse.
Remove the chocolate from the refrigerator and mix in the chopped oreo bits. Scoop the mousse into the puff pastry shells. Top with more oreos and walnuts. Serve at room temperature.