PREHEAT oven to 350°F. Beat cream cheese, sugar and vanilla in large bowl with electric mixer on medium speed until well blended. Add eggs and food colorings; mix well.
PLACE 1 cookie in bottom of each of 12 medium paper-lined muffin cups; cover evenly with cream cheese mixture.
BAKE 20 minutes or until centers are almost set. Cool completely. Refrigerate at least 2 hours or overnight. Decorate with candy corn to resemble jack-o'-lanterns just before serving. Store leftovers in refrigerator.