Start by twisting apart each Oreo cookie to separate the cream filling from the chocolate cookies. Place the cream filling in a bowl to keep it separate. Put the cookies into a zip-top bag, sealing it tightly.

Using a rolling pin, crush the cookies in the bag until they become fine crumbs, which should take around 2-3 minutes. Once crushed, transfer the cookie crumbs to a bowl. Gradually mix in milk, stirring until you achieve a thick paste that holds together well.

Lay out a piece of plastic wrap on a clean, flat surface. Spread the cookie paste evenly over the wrap, pressing it down to form a rectangle. Then, take the cream filling and evenly distribute it over the cookie paste.

Using the edges of the plastic wrap, begin to roll the mixture tightly into a log shape. Continue rolling until it's fully encased in the wrap, forming a firm log. Once rolled, slice the log into bite-sized pieces.

Arrange the sliced pieces of Oreo Sushi on a plate. For extra indulgence, consider serving them with dipping sauces like chocolate sauce or whipped cream.