Place the Oreo cookies in a plastic bag and gently crush them with a rolling pin or the back of a spoon until they are broken into small chunks.
Add the crushed Oreos to the blender along with the cold milk and a handful of ice cubes if you want it extra icy.
Secure the lid on the blender and blend on high for about 30 seconds, or until the mixture is smooth and creamy with some cookie bits still visible.
Check the texture; if you prefer it thicker or more icy, add a few more ice cubes and pulse again for a few seconds.
Pour the slushie into glasses, allowing the frosty, chunky mixture to settle slightly.
Serve immediately with a straw or spoon to enjoy the thick, icy texture and crunchy cookie bits.
