Use a food processor to pulse the Oreo cookies into fine crumbs. There is no need to remove the cream. Set aside.
In a large mixing bowl, whisk together the milk and pudding powder until the pudding begins to thicken, about 3-5 minutes.
Add the Cool Whip and gently fold it into the pudding.
Divide the pudding in half and put it into two separate bowls. Then add 2-3 drops of one color of food coloring into one bowl, and another 2-3 drops of a different color of food coloring in the other bowl. Fold to combine. You can add more food coloring as needed until the desired color is reached.
Divide the coconut shreds in half and place them into two separate ziplock bags. Add 2-3 drops of choice of food coloring into each bag, zip the bag shut, and massage the contents together until the shreds reach the desired color.
Prepare your dessert cups and add two tablespoons of Oreo crumbs as the bottom layer in all of the cups. Then add two tablespoons of the first color of pudding, followed by another layer of Oreo crumbs.
Add the second layer of pudding in another color, followed by one last layer of Oreo crumbs.
Top each cup with two tablespoons of the colored coconut shreds and add one Peep marshmallow along with 3 mini Cadbury eggs.
Serve and enjoy! Keep refrigerated until serving.