Place the milk chocolate baking chips and coconut oil into a microwave safe bowl and heat at 30 second intervals until completely melted and combined.
Spoon a layer of the chocolate mixture into each of the cupcake liners and place the tray into the freezer to set for about 5 minutes. Set the remaining chocolate aside to garnish the cups with later.
Mix together the ingredients for the cookie layer until a crumbly dough has formed. Press the dough mixture into each of the cupcake liners on top of the chocolate. Reserve a few tablespoons of the mixture to use for garnish later.
Place 4 tablespoons of butter and ¼ cup of brown sugar substitute into a saucepan over medium heat on the stove. Heat and stir until the butter is melted and the sugar has dissolved.
Add the heavy whipping cream to the saucepan and whisk to combine well. Continue to cook the mixture whisking occasionally until it forms a frothy bubbly mixture that has darkened and thickened to a caramel color and consistency.
Place a layer of the caramel sauce over the top of each cookie layer in the cups, and return them to the freezer to set for about 15-20 minutes.
Mix together the ingredients for the cheesecake layer until smooth and creamy.
Add a layer of the cheesecake mixture to the top of each cup, and place them into the freezer until hardened and set.
Reheat the chocolate mixture if needed and drizzle it with the tines of a fork onto the top of the cheesecake cups. Crumble some of the cookie layer mixture on top as well if desired.