Preheat oven to 350°. Spray 2 mini-muffin trays (12 muffin cups each) with cooking spray. In a food processor, whirl cookies into fine crumbs. Measure; return 1 1/2 cups crumbs to food processor, along with 1/4 cup plus 2 tbsp. sugar, the salt, and 1 egg white. Pulse to blend evenly.
Spoon 1 tbsp. crumb mixture into each muffin cup. Press crumbs over bottom and up sides of cups. Bake until set, 15 minutes.
Put chocolate and butter in a microwave-safe container and heat in 30-second intervals, stirring often, until melted.
In a small bowl, combine 1/4 cup sugar, the cornstarch, and 4 tsp. cocoa. Pour in a few tbsp. of the milk and whisk into a smooth paste; whisk in remaining milk. Transfer to a small saucepan and cook over medium heat until thickened and large bubbles appear, about 3 minutes.
Put reserved yolk and remaining egg into a medium bowl. Whisk in about 1/2 cup hot milk mixture. Scrape egg-milk mixture into milk mixture in pan and cook, whisking, until just starting to boil, about 30 seconds. Whisk in melted chocolate and butter.
Spoon hot filling into chocolate shells. Press plastic wrap over surface of mini pies to prevent a skin from forming. Chill until set, at least 1 hour and up to 2 days.
Remove pies from trays. Whisk cream with remaining 2 tbsp. sugar into soft peaks. Spoon a dollop of cream onto each mini pie. Dust pies with remaining cocoa.
Note: Nutritional analysis is per pie.