Place the Oreos in a blender and pulse a few times to roughly crush them into smaller pieces.
8 cookies Oreos
Add the cold milk to the blender with the crushed Oreos.
8 cookies Oreos
Add the ice cubes to the blender.
8 cookies Oreos
Blend on high speed until the mixture is thick, smooth, and slushy, about 30-60 seconds.
Stop the blender and check the consistency; if it's too thick, add a splash more milk and blend briefly to combine.
Pour the Oreo slushie into glasses, allowing the icy, creamy mixture to settle slightly.