Add dry chocolate pudding mix. Beat with wire whisk 2 minutes or until well blended. Spoon evenly into the glasses, filling each glass half full; set aside.
Add remaining 2 cups milk to separate large bowl.
Add dry vanilla pudding mix. Beat with wire whisk 2 minutes or until well blended. Stir in food coloring until pudding is of desired shade of orange; spoon evenly over chocolate pudding layers. Top with crushed cookies.
Refrigerate at least 1 hour or until ready to serve. Top with sprinkles.