Prepare the Dough : In a small bowl, warm the whole milk (about 110°F/43°C, lukewarm) and whisk in the instant dry yeast. Let it sit for 5–10 minutes until foamy. In a large mixing bowl, combine the all-purpose flour, granulated sugar, and salt. Mix well. Add the egg, softened butter, and the yeast mixture to the dry ingredients. Mix until a sticky dough forms. Knead the dough on a floured surface for about 8–10 minutes, or until smooth and elastic. Alternatively, use a stand mixer with a dough hook for 5 minutes.
Let the Dough Rise : Place the dough in a greased bowl, cover it with a clean towel, and let it rise in a warm place for about 1 hour, or until it doubles in size.
Prepare the Filling : In a small bowl, mix the brown sugar, black cocoa powder, and ground cinnamon. Crush the Oreos into coarse crumbs and set them aside.
Roll Out and Assemble : Punch down the risen dough and roll it out into a large rectangle (about 12x18 inches). Spread softened butter evenly over the dough, leaving a small border around the edges. Sprinkle the brown sugar mixture over the butter, followed by the crushed Oreos.
Roll and Cut : Tightly roll the dough from the long edge to form a log. Pinch the seams to seal. Slice the log into 12 equal pieces and place them in a greased 9x13-inch baking dish.
Second Rise : Cover the rolls with a towel and let them rise for another 20–30 minutes, or until they’re puffy.
Bake : Preheat your oven to 350°F (175°C). Bake the rolls for 20–25 minutes, or until golden brown.
Prepare the Glaze : While the rolls bake, whisk together powdered sugar, a splash of vanilla extract, and 2–3 tablespoons of milk until smooth. Adjust the consistency by adding more milk or powdered sugar as needed.
Glaze and Serve : Drizzle the vanilla glaze over the warm rolls. Serve immediately and enjoy!