Put the Oreos into a food processor; leave them whole. Pulse until they become fine crumbs. Incorporate the cream cheese and process until fully blended.
Using a small ice cream scoop, shape the mixture into balls, then roll each by hand to achieve a smooth surface. Arrange on a rimmed cookie sheet covered with parchment paper and freeze for 15 minutes, then move to the refrigerator until you are ready to coat.
Snap the straight pretzels into the desired length for the necks. Cover a cookie sheet with parchment paper and arrange the pretzels in a row with about 2 inches between them. In the microwave at 50% power, melt a small quantity of chocolate, then spoon 1/2 teaspoon over the top of each pretzel, shaping it into an oval. Attach the eyes and half of an M&M. Freeze for a few minutes until firm.
Put sufficient chocolate in a microwave-safe bowl to coat about 5 balls. Microwave at 50% power, stirring every 30 seconds until fluid and smooth. Set an Oreo ball on the flat part of a fork and immediately submerge it in the chocolate, or pour the chocolate over the ball. With a sharp knife, slide the ball off the fork onto parchment paper. Repeat with the remaining balls, melting more chocolate as needed. Keep the balls refrigerated until needed.
While the chocolate is still soft, decorate the turkeys. For the tail, dip the bottom portion of a regular pretzel into chocolate and press it against the ball. Or if making a fan tail, dip the end of some straight pretzels in chocolate and push them into the back of the ball. For the head, gently push the neck into the ball.
Freeze for a few minutes until set, then store in the refrigerator. They can be frozen.