Take 6 oreos and crumble them, by either in a ziplock bag and beating to a crumb, or placing between two sheets of parchment paper. Set aside. Roughly chop the other 12 Oreos and set aside.
Make the Oreo Cheesecake Stuffing
Using an electric mixer, mix the cream cheese, powdered sugar, 1 teaspoon vanilla extract, and ¼ teaspoon kosher salt. Once combined, fold in the crushed Oreos.
Line a small baking dish with parchment paper. Spoon 1 tablespoon of the cream cheese mixture and place on the baking sheet. Repeat until all of the stuffing has been spooned out. There should be 16 total. Place in the freezer while the other ingredients are getting ready.
Make the cookies
Using the same mixing bowl as was used for the stuffing, beat together the butter, white sugar, and brown sugar until light and fluffy. Add 1 teaspoon vanilla extract and eggs, mixing until combined.
Add the flour, baking soda, baking powder, salt, and milk powder, if using. Stir until just combined. Do not continue to mix once combined. Lastly, fold in the about half of the 12 chopped Oreos.
Take the Oreo cheesecake stuffing out from the freezer.
Form the cookies by using a large cookie scoop. While dough still in the scoop, use the back side of a spoon or one of your fingers to make an indent in the cookie. Place one of the cheesecake filling rounds in the center, then fold cookie dough around to make sure there is no stuffing exposed. There should be about 16.
Add the cookies to two large baking sheets lined with parchment paper. Add the remaining chopped Oreos to the top of the cookies. Bake for 12-14 minutes and allow to rest on the sheet pan for about 10-15 minutes before moving to a cookie rack to cool completely.
If baking the cookies from frozen, add two minutes to the bake time. No need to thaw.