Place the Oreos in a food processor and pulse until they form fine crumbs. Transfer to a bowl and gradually add milk, mixing until a dough-like consistency forms. Roll the mixture into a flat rectangle between two sheets of parchment paper, about ¼-inch thick.

In a separate bowl, mix the softened cream cheese, powdered sugar, and vanilla extract until smooth.

Spread the cream cheese mixture evenly over the flattened Oreo dough. Carefully roll it up tightly, using the parchment paper to help shape it into a log.

Place the roll in the refrigerator for at least 30 minutes to firm up. Once chilled, slice into bite-sized pieces and arrange them like sushi rolls. Drizzle with melted chocolate if desired.