Preheat the oven to 375°F (190°C). Grease a baking sheet or line it with parchment paper and set aside.
On a lightly floured surface, roll the dough into an 8×14-inch rectangle.
In a small bowl, stir together melted butter, sugar, cocoa powder, and cinnamon until well mixed. Spread the mixture on top of the dough, leaving a 1/2-inch border around the edges. Sprinkle crushed Oreo cookies over the mixture evenly.
Starting at one end, roll up the dough and pinch along the seam to seal it closed. Cut off any excess ends if needed so that you have even pieces of rolls. Slice the roll into 8 equal pieces.
Place the rolls onto the prepared baking sheet and bake for 20-25 minutes or until lightly golden brown. Allow them to cool completely before frosting.
For the frosting: In a medium bowl, beat together cream cheese and butter until light and creamy. Gradually add confectioners’ sugar, vanilla extract, and milk, beating until smooth and creamy as desired.Stir in crushed Oreo cookie pieces. Spread over cooled cinnamon rolls evenly. Sprinkle additional crumbled Oreo cookies over the top of the icing if desired. Serve immediately or store in an airtight container at room temperature for up to 3 days.