- Remove fillings from the Oreos.
- Blitz the cookies to a fine crumb and add the milk. Blitz again and set aside for later.
- Shape the cream fillings into a golf ball-sized shape and wrap in plastic wrap. Put this into the freezer while you make the rest of the roll cake.
- Lay out a large sheet of plastic wrap on your countertop, and pour the Oreo mixture on top. Shape it into a Swiss roll-sized rectangle, then lay another sheet of plastic wrap on top.
- Use a rolling pin to roll it out, roughly 8 by 12 inches.
- Remove the plastic wrap and neaten the edges up with a palette knife, pressing and shaping so that it is firm along the edges too.
- Spoon the cream filling on top and use a palette knife to smooth it over, leaving a gap of 1/2 inch at the thin end farthest from you.
- Use the plastic wrap to help you roll the cake up, finishing with the seam of the cake underneath.
- Tightly wrap it in the excess plastic wrap and place in fridge for at least 2 hours to firm up.
- When you’re ready to serve, remove the roll cake from the fridge and place on a serving tray.