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I used to do a similar thing with the Oreo's chocolatey sibling, the Fudgee-O. Part of the advantage of Double Stuf Fudgee-O disassembly (and reconstruction) is the icing tends to be much thicker and resistant to eager fingers prising at it. I've attempted this with Oreos, with limited success. Anyway, I hope you've got a glass of milk ready for this one.

Take four Double Stuf Fudgee-Os out of the bag.

Now, unscrew them all like you were making the Mega Oreo.

Here's the tricky part: seperate the fudge slab from the other cookie as well. If it starts to break or tear, just press it back into place, and try it with another one. Do this twice.

You should now have two half-Fudgee-Os, two loose slabs of the fudge icing, and six of the fairly dry cookie halves. Eat the halves.

Now, borrowing elem_125's little graphics, assemble the remaining parts like this:

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...thus producing an absolutely immense cookie, essentially an octuple-stuf Fudgee-O. Insert it into your mouth any way you wish, and experience the sheer delight of the soft, squishy, chocolate fudge icing in never-before experienced quantities. Then have another swig of milk.

And for goodness sake, don't dunk it... not only is that disgusting, but it'll disintegrate the cookie you've just spent three minutes building.