Line an 8" or 9" baking pan with non stick paper and set aside.
In one saucepan melt 1/2 of the condensed milk, 1/2 tsp vanilla and the dark chocolate together.
In a second saucepan, melt the remaining half of the condensed milk, vanilla and white chocolate together.
Once melted, add half of the broken Oreo pieces into the dark chocolate fudge and the other half into the white.
Mix them through.
Once incorporated, added the white chocolate fudge to the dark and lightly swirl around for two or three stirs. You want to see both white and dark chocolate fudge.
Pour half of the fudge into the prepared pan and spread into the edges.
Top with a layer of Oreo cookies.
Top with the remaining fudge, smoothing into an even layer.
Place in the fridge for 2 hours to set.
Slice into pieces to serve or alternatively, you can melt some white and dark chocolate to drizzle over before serving.