In a 20×20 cm pan, arrange the first layer of ladyfingers, briefly dipping each one in milk.
Whisk the mascarpone and powdered sugar until smooth.
Add the cold heavy cream and whip until thick and fluffy.
Mix in the crushed Oreo cookies. Divide the filling into two parts.
Spread the first half evenly over the ladyfingers.
Add a second layer of ladyfingers (each dipped briefly in milk), then spread on the second half of the filling.
Decorate with crushed and/or broken Oreo cookies.
Chill in the refrigerator for 2 hours before slicing and serving.