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

Add warm milk, melted butter, and egg. 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 rise for 1 hour.

In a separate bowl, mix brown sugar, cinnamon, and crushed Oreo cookies.

Preheat the oven to 350°F (175°C).

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

Spread the filling evenly over the dough.

Roll the dough tightly and slice into 12 equal pieces.

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

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

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

Once the rolls are baked, let them cool slightly and then spread the frosting on top.