Warm up your milk in a small saucepan over medium-low heat, you just want it to be lukewarm. Too hot and it will kill the yeast! Pour the milk into a medium bowl and add the yeast, stirring to combine. Leave for 5-10 minutes until it has foamed and there are bubbles
In the bowl of a stand mixer with the dough hook attachment, add the flour, salt, and sugar and mix to combine.
Pour the milk, butter and eggs into the stand mixer bowl bowl, and mix on low speed for 2-3 minutes. Raise the speed to medium and mix for another 3 minutes. Your dough should be smooth and not too sticky.
Take the dough out of the bowl and oil it, then scrape the dough back into it. Cover it loosely with clingfilm and let it rise at room temperature until it has doubled in size, about an hour to an hour and a half.
Butter a 9x13 baking dish.
Turn your dough onto a floured work surface and use a floured rolling pin to roll it into a large rectangle, measuring 18 inches (46cm) long, and 12 inches wide (30.5cm).
Mix together the cinnamon, black cocoa powder, light brown sgar sugar, and salt in a small bowl. Use a pastry brush to brush over the softened butter, leaving a ¼ inch margin, then sprinkle over the cinnamon mixture. Sprinkle over your crushed Oreo cookies.
From the long side, roll it into a tight spiral. Cut it into 12 pieces using either unflavored dental floss or a serrated knife. Place them into your buttered dish.
Cover loosely with clingfilm and let rise for about an hour. You’ll know the dough is ready when you poke it, it bounces back but leaves a bit of a dent. If the indentation doesn’t stay, it needs longer. You can also do this all the night before, allow them to rise for just 30 minutes (instead of 1 hour), put them in the fridge (covered with clingfilm) at this point and the next morning let them come to room temperature before baking (for about 1 hour)
Preheat your oven to 350°F/180°C. Warm the heavy cream in a small saucepan. Just before putting it into the oven, pour your warm heavy cream on top of the rolls, and in the spaces between the rolls. Bake for 25-30 minutes until golden brown.