Now pretty much the first thing you'd think is that it'd be too sweet. The blog I looked at - BeckyBakes - says that's not a problem, but in an effort to mitigate that ever so slightly, and also put my own personal twist on it, I added a smear of peanut butter (I'm a big fan of the Oreo/peanut butter combo, as explored in a different incarnation here).
And that's pretty much it. For my first attempt I focused on (and struggled with) construction, so I used pre-mixed cookie dough. I love the Betty Crocker just-add-water powder mix, but I found it a little bit sticky for my purposes, so consider going a little drier than usual with whatever your go-to cookie recipe is.
It's quite straightforward - dollop of dough, Oreo, peanut butter on top if you wish, and another dollop of dough.
Bake according to your usual cookie recipe (in this case, 10 minutes at 170 in a fan-assisted oven), and, if you can stand to, leave to cool.
Milk makes the perfect companion to this - as expected - very sweet but delightfully indulgent treat.
Enjoy! Oh, and if the name (Inception Cookies), means nothing to you, read this.