How to Make It
Place chocolate wafers, milk, oil, and vanilla in the bowl of a stand mixer fitted with a paddle attachment. Beat on low, slowly increasing speed to medium-high, and beat until mixture is well blended and uniform, scraping bowl as necessary, about 2 minutes. Add cream cheese, powdered sugar, and butter; mix on medium-low until combined. Scrape mixture to bottom of bowl, and freeze for 30 minutes.
Place crushed Oreos on a plate. Using gloved hands, shape mixture into a ball; carefully roll cheese ball in Oreos to coat. Wrap in plastic wrap, and chill until firm, about 1 hour. Unwrap and serve with dippers.