Separate the Oreos: Twist apart the Oreo cookies and scrape out the cream. Set the filling aside if you plan to reuse it.
Crush the cookies: Place the cookie halves in a food processor or zip-top bag and crush them into fine crumbs.
Form the dough: Mix the crushed cookies with 1–2 tablespoons of milk or melted butter until a dough forms. It should be pliable but not sticky.
Roll it out: Place the dough between two sheets of parchment paper and roll it out into a thin, even rectangle.
Spread the filling: Spread the Oreo cream, Nutella, or other filling evenly over the surface of the dough.
Roll it up: Carefully roll the dough into a tight log, using the parchment paper to help guide it.
Chill: Refrigerate the roll for 30–60 minutes to firm up.
Slice into sushi pieces: Use a sharp, serrated knife to cut the roll into 1-inch slices. Wipe the knife clean between cuts for a neat finish.