Drizzle chocolate sauce on the sides of 2 tall glasses and refrigerate the glasses for 10-15 minutes.
Add Oreo cookies, whole (full-fat) milk, vanilla extract and vanilla ice cream to a blender.
Blend to make a smooth shake.
Pour the oreo milkshake into the prepared glasses.
Top with whipped cream and chocolate sauce on top. Sprinkle some crushed oreo cookies or keep a whole cookie over the shake and serve immediately.