Oreo cookie shots are a fun and delicious dessert that combines the flavors of Oreo cookies and milk. The dessert is made by hollowing out Oreo cookies and filling them with a creamy mixture of milk and crushed Oreo crumbs. The cookie shots are served with a shot of milk, allowing you to dunk the cookie shot into the milk before taking a bite. It's a playful twist on the classic milk and cookies combination, perfect for parties or indulgent treats.