Add 1/2 a cup of warm water and a tsp of sugar to a small bowl along with 1 packet or 2 1/4 tsp of quick-rise instant yeast. Give it a quick stir and let bloom for 10 minutes.
In a large bowl add scalded milk (heat in microwave for 45 - 50 seconds), egg, egg yolk, remaining granulated sugar and melted shortening. Whisk to combine.
Add in the activated "bloomed" yeast mixture and mix.
Place a large sieve over the bowl and add in the bread flour and salt. Work the dry ingredients through the sieve into the wet ingredients below.
Mix the wet and dry ingredients with a wooden spoon until combined. Then press the dough together with clean hands to form a ball. Transfer the dough to a lightly floured surface and need for about 4-5 minutes or just until the dough becomes smooth and elastic.
Grease a large bowl with cooking spray and place the prepared dough in the bowl. Spray the top with cooking spray and cover loosely with plastic wrap or a tea towel. Let rest to proof in a warm place for 1 hour. The dough should gradually double in size.
Oreo Cinnamon Roll Filling
Preheat the oven to 350 F. Roll the dough that has risen out to a 9" X 14" rectangle on a lightly floured surface. Make sure the edges are as even as possible.
Spread 1/3 cup of butter over the rolled-out dough staying within a 1/4" of the edges. Sprinkle the buttered dough with layers each of cinnamon, black cocoa powder and the crushed Oreo cookies.
Tightly roll the dough lengthwise sealing at the bottom. Lightly measure and mark where you will cut the dough to form 8 rolls. Use dental floss to cut the dough by sliding the dental floss under the dough roll and pulling tightly. The floss should easily cut a clean slice.
Place the rolls in a greased 9" X 11" deep-sided baking dish. Bake the rolls for 20-25 minutes or until the rolls have risen and are golden brown on top. Remove from the oven and cool slightly.
Oreo Cinnamon Bun Frosting
In a medium-sized bowl add the powdered sugar, 1 tbsp of softened butter, vanilla, 3 tbsp cold whole milk and vanilla. Whisk until smooth.
Spread 3/4 of the frosting evenly over the warm Oreo Cinnamon Rolls and top with the chopped Oreo Cookies. Drizzle the remainig frosting over top to secure the chopped cookies.
Storage: Store in the fridge for up to 5 days in a tightly sealed container or freeze for up to 2 months.All-purpose flour can be substituted for bread flour 1:1