In a mixing bowl, combine flour, yeast, sugar, and salt.

Add warm milk, melted butter, and egg to the dry ingredients. Mix until a dough forms.

Knead the dough on a floured surface for about 5 minutes until smooth.

Place the dough in a greased bowl, cover, and let it rise for 1 hour or until doubled in size.

In a bowl, mix crushed Oreo cookies, brown sugar, cinnamon, and softened butter until combined.

Preheat the oven to 350°F (175°C).

Roll out the dough on a floured surface into a rectangle about 1/4 inch thick.

Spread the filling evenly over the dough.

Roll the dough tightly into a log and cut into 8 equal pieces.

Place the rolls in a greased baking dish and let them rise for another 30 minutes.

Bake the rolls in the preheated oven for 20-25 minutes until golden brown.

While the rolls are baking, prepare the frosting by mixing cream cheese, butter, powdered sugar, and vanilla until smooth.

Remove the rolls from the oven and let them cool slightly before spreading the frosting on top.