Preheat oven to 375°F. Generously butter a 9-inch deep pie dish.
Combine cookies and powdered sugar in the bowl of a food processor and pulse until finely ground. Add melted butter and pulse until crumbs are evenly moistened. Transfer crumbs to prepared pie dish and press into the bottom and up the sides. Bake for 12-15 minutes, or until fragrant and set. Let cool completely.
When cookies have cooled, transfer to two lightly greased foil-lined baking sheets. Combine sugar and water in a medium saucepan over medium heat. Cook, swirling occasionally, until sugar is dissolved. Add corn syrup, increase heat to high, and boil until mixture reaches 290° F. Remove from heat and add a few drops of blue food coloring.
Working quickly, carefully spoon hot candy into the center of each snowflake, making sure it touches all of the edges of the cookie. Let cool completely.
When ready to serve, make the whipped cream. Beat cream on medium speed until thickened, then add the powdered sugar. Continue to beat until soft peaks form. Spoon onto the center of the chilled pie. Garnish with chocolate shavings and curls.