In a large bowl, combine flour, sugar, yeast, and salt. Mix well to ensure the yeast is evenly distributed.

In a small saucepan over medium heat, warm the milk and melted butter until just warm (about 110°F). Remove from heat and stir in the egg and vanilla extract until fully combined.

Pour the wet ingredients into the dry mixture and mix until a dough forms. It should be slightly sticky but manageable.

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

Place it in a greased bowl, cover with a towel, and let it rise in a warm place for 1 hour, or until it doubles in size.

After the dough has risen, roll it into a rectangle about 1/4 inch thick.

Evenly spread the crushed Oreos and ground cinnamon over the top.

Starting from one end, roll the dough tightly into a log.

Cut the log into 12 equal slices to create your rolls.

Arrange the rolls in a greased baking dish, leaving some space between them. Cover and let them rise again for 30 minutes.

Preheat the oven to 350°F (175°C) and bake for 20-25 minutes, or until the rolls are golden brown and baked through.

Mix the powdered sugar and enough milk to create a smooth drizzle. Drizzle the glaze over the warm rolls.