Separate the all of the Oreo cookies. Scrape the creamy white filling off with a knife and collect them in a bowl. Add milk to the bowl and beat with a hand mixer until smooth. (I found that I couldn’t get it smooth enough by hand.)
Collect the cookie halves in a food processor and grind into crumbs. Add milk to the food processor in tablespoon sized intervals, mixing until the crumbs form a cohesive batter.
Remove the cookie crumb batter from the food processor. Using a rolling pin, roll the batter into a uniformly flat square shape. Use a knife to create cut the edges into straight lines. Spread the creamy Oreo filling right to the edges of the square.
Roll the square into a cylinder. Wrap the roll in plastic wrap and place in the fridge to harden. Once it’s hardened, I recommend giving it a couple of rolls on the countertop to recapture the perfect cylindrical shape. Cut it into individual disks to serve.