For the biscuit base: In a medium bowl, crush the biscuits with the end of a rolling pin until you have a fine crumb. Pour the melted butter over the mixture and mix well with a spoon until the crumbs are coated in butter.
Place 2 ring molds (3 1/2 inches in diameter) on a baking sheet lined with parchment paper. With a tablespoon, split the mixture equally between the 2 molds. Press the biscuit mixture down with a flat object so it is compressed. Place the sheet in the fridge for 20 minutes or until the cheesecake batter is ready. These can be left overnight if desired and prepared the next day.
For the cheesecake batter: Place the gelatin sheets in a bowl of cold water and allow them to soften for 5 minutes.
Next, in a small saucepan over medium heat, heat the milk until hot but not boiling, 1 to 2 minutes. Remove the pan from the heat. Remove the gelatin from the bowl of cold water and squeeze out any excess water with your hands. Place the gelatin into the pan of milk and whisk to dissolve. Set aside.
Add the cream cheese, sugar and vanilla to a medium bowl and whisk to combine until smooth, about 30 seconds. Pour in the milk/gelatin mixture and whisk to combine again. In a separate bowl, whisk the cream to soft peaks. Using a whisk or spatula, fold this into the cream cheese mixture.
Add half of the batter to a separate bowl and leave it white. Add two-thirds of the remaining batter to another bowl and color it dark pink. Color the remaining batter a lighter pink. Stir in the colors with a spoon and then allow the batter to sit for 10 minutes to thicken.
Pour half of the white batter on top of one of the biscuit bases, then pour half of the dark pink batter into the center of the white batter (swirling it slightly to create a circle) and then finally half of the light pink batter into the center of the dark pink batter. Repeat the process with the remaining batter for the second cheesecake.
Take a toothpick and drag the white batter towards the center. Then, just slightly adjacent to the line you just created, drag the light pink batter from the center to the outside. Repeat this all the way around the cheesecake to create a swirled effect. Place the cheesecakes in the fridge to set for 3 hours and up to overnight.
To serve, gently heat the sides of the ring molds with a warm cloth or a kitchen blowtorch and slide them off to reveal the cheesecakes.