Start by combining warm milk and active dry yeast in the bowl of your stand mixer. Allow the yeast to bloom until it becomes foamy before adding the sugar and eggs. If your using instant yeast then add it with the flour.
Mix in the bread flour and salt until a shaggy dough forms. Slowly add the softened butter one tablespoon at a time while the mixer continues kneading. Continue mixing until the dough becomes smooth, elastic, and passes the windowpane test.
Transfer the dough to a greased bowl, cover tightly plastic wrap, and refrigerate overnight if time allows. Or you can let it rise on the counter for one hour or until doubled.
In a food processor add your Oreos and crush them into medium sized pieces.
Once your dough has doubled, or if it's the next morning, work on a lightly floured surface. With a rolling pin roll the dough into a rectangle 12 x 20 and evenly spread the melted butter and add the crushed oreos across the dough.
Measure and cut the dough into 2-inch strips. Roll each strip tightly into a spiral, then place the cinnamon rolls into the prepared baking pan, leaving a little space between each roll for proofing.
Arrange the rolls inside a parchment paper lined baking dish, cover, and allow them to rise until doubled in size. Before baking pour on the heavy cream.
Bake Oreo cinnamon rolls at 325F for convection and 350F for an electric oven.
Bake for 25 to 35 minutes or until golden brown and the centers reaches 195F to 200F.
While the cinnamon rolls cool for about 10 minutes, prepare the cream cheese frosting.
In a medium sized bowl combine the room temperature cream cheese, unsalted butter and mix until it's smooth. Add in the powdered sugar, vanilla extract. Once combined add the heavy cream until it's smooth.
Spread it over the warm rolls and top generously with crushed Oreo cookies.