1. In a stand mixer, combine warm milk, sugar, and yeast. Let sit for 5 minutes.

2. Add melted butter and eggs; mix on medium-low speed.

3. Gradually add flour, one cup at a time, until sticky dough forms.

4. Switch to dough hook; knead until combined. Add more flour if needed.

5. Add blue food coloring; mix until uniform.

6. Place dough in a bowl, cover, and let rise for 1 hour.

7. Crush Oreos and mix with cinnamon and brown sugar.

8. Punch down dough, roll into a square, and spread with butter.

9. Sprinkle Oreo mixture, roll dough, and cut into 1.5-inch pieces.

10. Place rolls in a baking dish with heavy cream; let rest for 30 minutes.

11. Preheat oven to 375°F and bake rolls for 20 minutes.

12. For icing, mix butter, cream cheese, and powdered sugar until smooth.

13. Spread icing over rolls and top with crushed Oreos and chocolate chip cookies.