In a large bowl, whisk the chocolate pudding mix with 2 cups of milk for about 2 minutes, until thickened. Spoon the pudding into cups, filling them halfway.
In another large bowl, whisk the vanilla pudding mix with the remaining 2 cups of milk for 2 minutes. Stir in food coloring until you reach your desired shade of orange. Spoon the orange pudding over the chocolate layer to fill the cups.
Top with crushed cookies. Chill until ready to serve, then garnish with Halloween sprinkles just before serving.