In a large bowl, mix the warm milk with sugar and yeast. Let sit for about 5 minutes until it becomes frothy.

Add melted butter, salt, and egg to the yeast mixture and mix well.

Gradually add the flour, mixing until the dough starts to form. Transfer to a floured surface and knead until smooth and elastic, about 5 minutes.

Place the dough in a greased bowl, cover, and let it rise in a warm place until doubled in size, about 1 hour.

Roll out the dough on a lightly floured surface into a rectangle about 1/4 inch thick.

Spread the softened butter evenly over the dough. Then sprinkle the brown sugar and cinnamon evenly on top.

Place a row of Oreos along the long edge of the rectangle. Begin rolling the dough tightly from the edge with the Oreos.

Once the dough is fully rolled with the Oreos inside, cut into 1 to 1.5-inch sections using a sharp knife or a piece of dental floss (this helps to not crush the dough).

Place the cut rolls in a greased baking dish with a little space between each roll to allow for expansion.

Preheat your oven to 350°F (175°C).

Bake the cinnamon rolls for 25-30 minutes, or until they are golden brown and the dough is cooked through.

While the rolls are baking, whisk together powdered sugar, milk, and vanilla extract in a bowl until smooth.

Drizzle the icing over the warm cinnamon rolls as soon as they come out of the oven.

Serve the Oreo-stuffed cinnamon rolls warm for the best experience.