Add the Oreo Cookies to a plastic zip-close bag and close the bag. Using a rolling pin, smash the Oreo Cookies into small pieces. Set the Oreo cookie crumbles to the side.

Pour the warm milk, 2 tablespoons sugar and the yeast into the bowl of a stand mixer with a dough hook. Stir and let sit for 3 to 4 minutes until the yeast begins to bubble.

Incorporate the remaining sugar and the egg and mix on a low speed until well combined.

As the dough mixes, gradually add a cup of flour, the melted butter, and heavy cream.

Gradually add the remaining flour until a sticky dough ball forms. Then, increase the speed to medium-low and continue mixing for 2-3 minutes, until the dough becomes more elastic.

If needed, gradually add extra flour, one tablespoon at a time, until the dough starts to pull away from the sides of the bowl. A great way to check if the dough is ready is by poking it with your finger; it should feel tacky but not sticky. When you pull your finger away, there shouldn't be any residue left behind.

Add the oreo pieces and mix until combined.

Remove the beater and cover the dough with plastic wrap. Let the dough rest for 30 minutes until it begins to rise well.

Dust a clean counter with flour and roll the dough into a 12-inch by 18-inch rectangle about ¼ inch thick.

Make the Oreo Cookie filling using the directions below. Spread evenly over the dough, making sure to leave ½ inch on one long side with no filling.

Carefully roll the dough tightly from one side toward the bare strip.  Pinch the bare side to the cinnamon rolls.

Use a knife or a string and divide the dough in half. Divide each half, then divide again, repeat until you have 12 cinnamon rolls.  (You can divide into 9 even pieces if you want thicker cinnamon rolls.

Spray a 9x13-inch baking dish or baking pan with nonstick cooking spray.  Lay the rolls evenly in the pan.

Cover with tinfoil and place in a warm place to rise for 30 to 45 minutes until doubled.

Bake for 26 to 30 minutes until golden brown.

Remove and cool for 20 minutes.

Combine the filling ingredients together to form a thick paste.

In a large mixing bowl add the butter and cream cheese. Using an electric mixer, bat the butter and cream cheese together until smooth, fluffy and fully combined. This will take about 4 minutes.

Then add the powdered sugar and vanilla and beat until creamy.  If the icing is too thick, add a tablespoon of milk at a time until you are satisfied.

Spread the icing over the cinnamon rolls and sprinkle with oreo pieces.