Mix cookie crumbs and margarine; press 2 Tbsp. onto bottom and up side of each of 12 paper-lined muffin cups. Refrigerate until ready to use.
Cook marshmallows and milk in large saucepan on medium heat until marshmallows are completely melted and mixture is well blended, stirring constantly with whisk. Stir in liqueurs.
Remove from heat; cool. Gently stir in COOL WHIP; spoon into prepared cups.