Pour the gelatin over the top of the cold water. Swirl around and let it sit for five minutes to bloom.
While the gelatin is blooming, grind up the Oreo cookies until you get about one cup of fine cookie crumbs and set to the side.
Place the bloomed gelatin in a saucepan over medium heat. Add in the boiling water, raspberries, lemon zest and juice and sugar. Bring to a boil over medium-high heat, stirring occasionally.
After the sauce is brought to a boil, turn down the heat to a medium-low heat and allow it to simmer for five minutes.
Pour the sauce into a medium to large-sized bowl through a strainer. Push out as much sauce as possible. Scrape the sauce that collects on the bottom of the strainer. Stir in the vanilla extract into the sauce. Set to the side and allow the sauce to cool for about ten minutes.
After ten minutes, whip the heavy cream on high speed until you get soft peaks.
Add the cooled raspberry sauce into the whipped cream in two stages. Fold in gently.
Refrigerate for at least two hours or until the mousse is set.