Crumble oat cookies (or graham crackers) in a springform pan and mix well with cocoa powder. Stir in melted butter, mix everything well, and smooth out with a spoon. Refrigerate for two hours.
Mix cream cheese, powdered sugar, and vanilla extract with a whisk. Add whipped cream and mix until a fluffy cream forms.
Spread the cheesecake frosting on top of the cake and smooth out. Refrigerate for two more hours.
Heat sweetened condensed milk, water, and sugar, stirring constantly. Once the liquid is hot (but not boiling!), add gelatin sheets and chocolate, and purée everything with a hand blender.
Pour the glaze through a sieve and let it cool to about 85°F. Add a few drops of each different color of food coloring to different spots of the glaze.
Remove the cake from the springform pan and place it on a wire rack, preferably inside of a pan. Pour the colorful glaze evenly over the cake surface.