Melt chocolate in a heat proof bowl in the microwave in 20 second increments, stirring between each to prevent burning. Once completely melted, set aside to cool. Do the same with peanut butter in a separate bowl. The peanut butter will only take about 20-30 seconds and should be a thin, pourable consistency when heated. Set aside.
In the bowl of a stand mixer with a whisk attachment (or using a hand mixer) whip heavy whipping cream until medium peaks form.
In a separate bowl combine sweetened condensed milk, melted chocolate and cocoa powder. Gently fold in heavy whipping cream.
In a food processor or gallon size plastic bag crush Oreos into both larger chunks and crumbs. Set aside 1/4 cup. Add remaining to ice cream mixture and gently fold to distribute.
Pour ice cream into container you plan to store it in in the freezer. Anything from a loaf pan to a pie dish or plastic food storage container will work.
Drop spoonfuls of melted peanut butter on top of ice cream mixture. Using a butter knife swirl throughout mixture to create a marbled look. Add remaining Oreo crumbs and pieces to top of ice cream mixture and press down gently with your hands.
Double wrap in plastic wrap and then in aluminum foil, or use airtight sealable container. Stick in back of freezer and chill for at least 4 hours before serving.