Place Oreos in a large ziplock bag and seal. Use a rolling pin to crush Oreos. We like it best if there is a mix of larger and smaller crumbs, so don't feel the need to pulverize them completely. Pour melted butter in the bag and shake to combine. Set aside. Alternatively, use a food processor to crush the Oreos.
Whisk the milk and pudding mix together in a bowl until starting to thicken, about 2 minutes. Set aside.
Place the cream cheese and powdered sugar in the bowl of an electric mixer. Beat on medium high speed until the mixture is smooth and no lumps remain.
Fold the pudding in, beating on low speed until well combined. Stir in whipped topping.
If you're using a large pail to serve the pudding (8 inches or taller), place the whipped topping lid upside down in the bottom. This shortens the pail and makes it so the pudding will go all the way up to the top. Place a layer of pudding at the bottom, followed by a layer of the Oreo mixture. Repeat layers until both are gone, ending with the Oreos. Arrange gummy worms on top. Refrigerate for at least 4 hours or overnight.