Prepare your baking pan by lining a 9x13 baking dish with parchment paper.
Pulse the Oreo cookies in a food processor until you achieve fine crumbs.
Whisk together the water and all-purpose flour in a saucepan over medium heat for about 4-5 minutes until it thickens to a paste-like consistency. Let it cool.
In a stand mixer, combine bread flour, granulated sugar, instant yeast, reserved Oreo crumbs, and fine sea salt. Add in cooled tangzhong, milk, cream, egg, and vanilla extract. Knead on low speed for about two minutes.
Add softened butter one tablespoon at a time while kneading. Continue kneading for another 8-10 minutes until the dough is smooth and elastic.
Remove the dough from the bowl, form a round ball, and let it rest covered with plastic wrap for about 30 minutes.
In a separate bowl, mix together softened butter, dark brown sugar, Oreo cookie crumbs, black cocoa powder, and ground cinnamon until smooth.