Start by removing the filling from the Oreo cookies and set aside.
Transfer the cookies to a plastic bag and crush them well into crumbs.
Transfer all the crushed cookies to a bowl and add 2 tablespoons of milk, mix until combined.
Transfer this cookie mixture to a plastic bag and flatten it, making sure to spread it on the bag.
Carefully cut the bag open.
Into the bowl with the filling, add 2 tablespoons of milk and mix well until it forms a smooth cream.
Spread this cream all over the cookie mixture.
Roll it up into a log shape.
Then wrap the mixture in another plastic bag.
Take to the freezer and let it chill for 1 hour.
After this indicated time, cut the log into slices, like a Swiss roll.
Serve.