Preheat oven to 300. To prepare crust, combine cookie crumbs, sugar, and oil in a mixing bowl. Press mixture firmly in a 9" pie pan. To prepare filling, combine cream cheese, sweetened condensed milk, egg, and vanilla extract in another mixing bowl. Reserve 1/4 cup of batter. Add chocolate to reserved batter; mix well. Pour vanilla batter into pie crust. Spoon chocolate batter over vanilla batter; cutting through batters with knife several times for the marble effect. Bake for 35 minutes or until center is set.