Heat the milk, butter, sugar, and salt in a small pot until the butter melts (do not boil). Add the eggs and whisk immediately.
In a stand mixer bowl with a dough hook, combine the flour and yeast. Add the milk and egg mixture and knead on low speed for 10-14 minutes until the dough is smooth and flexible.
Cover the bowl with plastic wrap and let it rise at room temperature for 1-1.5 hours until the dough doubles in size.
On a floured surface, roll out the dough into a rectangle about 0.2"/1/2 cm thick. Spread milk spread over the dough and sprinkle with crushed Oreos and chocolate chunks. Roll the dough tightly and cut into slices about 0.5"/1-1.5 cm thick. Place the rolls on a baking sheet, spaced apart, and let rise for another hour.
Preheat the oven to 375°F (190°C). Bake for 20-25 minutes until the rolls are golden brown.
Mix all the glaze ingredients and pour over the pastry after it has cooled.