Activate the yeast

• Combine the warm milk, sugar and instant yeast in a bowl.
• If using active dry yeast, stir gently and let sit until foamy.

Make the dough

• Add the egg, egg yolk and melted butter and mix.
• Stir in the salt, flour and crushed Oreos.
• Mix until a dough forms.

Knead the dough

• Knead on a lightly floured surface until soft and slightly tacky but not messy.
• Add more flour a tablespoon at a time if too sticky.

First rise

• Place the dough in a lightly greased bowl and cover.
• Let rise until doubled in size.

Make the Oreo filling

• Mix the soft butter, crushed Oreos, brown sugar and vanilla until combined and spreadable.
• Add a little more butter if it is too thick.

Shape the rolls

• Roll the dough into a rectangle on a lightly floured surface.
• Spread the filling evenly and scatter the chopped Oreos on top.
• Slice into 8 pieces with a pizza cutter or knife, then roll each one up tightly.

Second rise

• Place the rolls in a greased 9x13 pan and cover.
• Let rise until puffy.

Bake

• Pour the warm heavy cream over the rolls right before baking.
• Bake at 350°F until golden, tenting with foil towards the end if the tops brown too quickly.

Make the cream cheese icing

• Beat the cream cheese and butter together until smooth.
• Beat in the powdered sugar and vanilla.

Finish and serve

• Spread the icing over the warm rolls.
• Top with more crushed Oreos.