Place the Oreo cookies in a plastic bag and crush them into coarse crumbs using a rolling pin or the bottom of a heavy object.
Add the crushed Oreo cookies, ice cubes, and milk to your blender.
Secure the lid on the blender and blend on high until the mixture is thick, smooth, and the cookie bits are evenly distributed, about 30-40 seconds. You should see a frosty, textured consistency with visible bits of Oreo.
Stop the blender and check the texture. If it’s too thick, add a splash more milk and pulse briefly to loosen it. If you prefer a chunkier texture, blend just until the cookie pieces are slightly larger.
Pour the thick, icy Oreo mixture into glasses, allowing some of the cookie bits and frosty layers to be visible and inviting.
Optional: garnish with extra cookie crumbles or a dollop of whipped cream for presentation.