Begin by combining warm milk, sugar, and instant yeast in the bowl of a stand mixer. Mix until thoroughly combined, then allow the mixture to rest for about 5 minutes until the yeast becomes frothy and activates.

Once the yeast mixture is activated, add beaten eggs and cooled melted butter to the bowl. Mix everything together on medium-low speed until well combined.

Gradually add all-purpose flour to the mixture, one cup at a time, while continuing to mix. Keep mixing until a sticky dough forms.

Switch the stand mixer attachment to the dough hook and knead the dough on medium-low speed until it forms a smooth and elastic dough. If the dough is too sticky, you can add a tablespoon of flour at a time until it reaches the desired consistency.

Once the dough is formed, add blue food coloring until you achieve the desired color. Mix well until the color is evenly distributed throughout the dough.

Transfer the colored dough to a bowl and cover it with plastic wrap or a clean kitchen towel. Let the dough rise in a warm place for about an hour, or until it doubles in size.

While the dough is rising, preheat your oven to 375°F (190°C) to ensure it’s ready when the cinnamon rolls are prepared for baking.

In a separate bowl, crush the Oreos and mix them with cinnamon and brown sugar to create the Oreo mixture. Set this mixture aside for later use.

Once the dough has risen, punch it down to release any air bubbles. Then, roll it out on a floured surface into a large rectangle.

Spread a layer of softened butter over the rolled-out dough, then evenly sprinkle the Oreo mixture over the buttered surface. Carefully roll the dough into a log starting from one end.

Using a sharp knife or unflavored floss, cut the rolled dough into individual rolls, each about 1.5 inches wide. You should get approximately 12 rolls.

Arrange the cut rolls in a baking dish, leaving some space between each roll. Pour heavy whipping cream into the bottom of the baking dish, around the rolls.

Transfer the baking dish to the preheated oven and bake the cinnamon rolls for about 20 minutes, or until they are golden brown and cooked through. If needed, bake for an additional 2-3 minutes.

While the cinnamon rolls are baking, prepare the icing by mixing softened butter, cream cheese, and powdered sugar until smooth and creamy.

Once the cinnamon rolls are baked and slightly cooled, generously spread the prepared icing over the top of each roll.

To complete the cookie monster theme, sprinkle crushed Oreos and chocolate chip cookies over the icing. Serve the delicious cookie monster cinnamon rolls warm and enjoy!