• Start by combining the yeast, warm milk and sugar in a large bowl or the bowl of a stand mixer. The milk should be just warm to the touch but not hot. Let bloom for 5 minutes – it should look 'bubbly'.
• To that bowl, add in one whole egg and egg yolk and the melted butter. Mix to combine. Add the flour and mix to form a dough.
• Knead for 8-10 minutes. Spray the bowl with some oil and let rise in a warm place for about an hour (until doubled in size).
• Line a 9x9" square dish with baking parchment.

For the Filling/Assembly

• Make the filling by combining the butter, vanilla and sugar in a bowl to form a paste. Set aside. Crush the Oreos either in a food processor/blender, or place them in a sandwich bag and bash with a rolling pin. No need to separate the filling from the cookie.
• Once the dough has doubled in size, tip onto lightly floured surface. Use a rolling pin to roll to about 15×8 inches. Spread the cinnamon filling over the dough in an even layer. Scatter over the crushed Oreos.
• Starting with the long side, roll the dough away from you to form a tight log. Use a sharp knife to cut about 9 rolls. Place into the lined dish. Let rest 30 minutes.
• Preheat the oven to 360℉/175℃. If using, pour over the cream then bake the tray of sweet rolls for about 18-20 minutes: until a light golden color. Remove and let cool.
• Make the frosting by combining powdered sugar and milk to form a thick but spreadable consistency. Spread over the rolls once they've cooled. Scatter over any extra crushed Oreos or mini Oreo cookies to decorate!