In a bowl, combine warm milk, yeast, and 1 tbsp of sugar. Let sit for 5-10 minutes until frothy.

Whisk in the remaining sugar, melted butter, and egg. Gradually add flour and salt, mixing until a dough forms.

Knead the dough for 5-7 minutes until smooth and elastic. Place in a greased bowl, cover, and let rise for 1 to 1.5 hours until doubled in size.

For the filling, mix softened butter, brown sugar, and cocoa powder until a paste forms. Crush about 10 Oreos into coarse crumbs.

Punch down dough and roll into a 12x18 inch rectangle on a floured surface.

Spread the cocoa butter paste evenly over the dough. Arrange 12-15 whole Oreos across the dough and sprinkle the crushed Oreos in between.

Roll the dough tightly into a log starting from the long edge. Cut into 12 slices using unflavored dental floss.

Place rolls in a greased 9x13 inch baking dish. Cover and let rise for 45-60 minutes until puffy.

Bake at 350°F (175°C) for 22-28 minutes until golden brown.

While baking, beat cream cheese and butter until smooth. Add powdered sugar, vanilla, and milk, beating until fluffy.

Spread icing over warm rolls and top with additional crushed Oreos. Serve immediately.