Add cold milk to the bowl of a stand mixer and add instant vanilla pudding mix. Mix at medium speed for 2 minutes, until pudding is slighly thickened. Refrigerate 1-2 hours until firm.
Place the oreo cookies in a food processor and pulse until turned into crumbs. Be careful not to over process and create a paste.
Fold the cookie crumbs, cool whip, and instant chocolate pudding mix into the chilled vanila pudding mixture, until fully combined.
Refrigerate the grey stuff for 1 hour before serving in small bowls, or piped onto cookies or cakes. Enjoy.