Prepare the Oreo cookies – Take your Oreo cookies and twist them open. Remove the white cream filling from the center (you can save it for another use or enjoy it as a snack). You'll only need the chocolate cookie wafers.
Dip the Oreos – Pour a small amount of whole milk into a shallow bowl. Quickly dip each Oreo cookie into the milk, turning to coat both sides. The dip should be very brief—just enough to moisten the cookies without making them soggy. Let any excess milk drip off.
First layer of Oreos – Arrange a single layer of dipped Oreo cookies in the bottom of your 22 × 14 × 6 cm mold. Break cookies as needed to fit into corners and edges. The goal is to cover the entire bottom surface.
First layer of cream – Transfer the mascarpone cream into a piping bag (or use a large spoon). Pipe or spread a generous, even layer of cream over the Oreos. Use an offset spatula or the back of a spoon to smooth it out completely.
Second layer of Oreos – Dip another batch of Oreo cookies in milk and arrange them in a second layer directly on top of the cream. Press down very gently to help them settle.
Second layer of cream – Add another layer of mascarpone cream on top of the second Oreo layer. Spread it smooth and even.
Third layer of Oreos – Dip more Oreo cookies and arrange a third layer on top of the cream.
Third layer of cream – Finish with one final layer of mascarpone cream. Spread it smooth and level the top as neatly as possible.
Chill – Cover the mold with a lid or plastic wrap. Refrigerate for at least 6–8 hours, but preferably overnight. This chilling time allows the cream to set completely and the Oreos to soften to the perfect texture.