Preheat the oven to 300°F (150°C).

Twist the cookies apart and use a small knife to scrape out the vanilla filling. Place the filling in a small bowl. Put the cookie halves into a plastic zip-top bag and crush them into fine crumbs.

Pour the heavy cream into a saucepan and place over medium-high heat. Add the Oreo filling and whisk until completely melted and smooth. Do not let the cream boil—just heat it until it’s steaming. Stir in the vanilla extract, whisk once more, and remove from heat.

In a mixing bowl, whisk together the egg yolks and half of the sugar (about ¼ cup or 50 g) until smooth.

Slowly add the warm cream to the egg mixture, a little at a time, whisking constantly so the eggs don’t curdle. Continue until all the cream is incorporated and you have a smooth custard base.

Place 4 to 6 ramekins in a deep baking dish. Pour the custard into the ramekins, filling them just below the rim. Add 1 tablespoon of crushed Oreo cookie crumbs into each ramekin.

Pour hot water into the baking dish around the ramekins, about halfway up the sides. Carefully place the whole dish in the oven.

Bake for 45 minutes, until the custard is just set but still slightly wobbly in the center.

Remove ramekins from the water bath and let them cool slightly. Then transfer them to the fridge for at least 2 hours to fully set.

Just before serving, sprinkle 1 to 2 teaspoons of granulated sugar evenly over the top of each custard. Gently tap or shake to distribute the sugar. Use a kitchen torch to caramelize the sugar until it forms a golden crust. Alternatively, place under the broiler for a minute or two—watch closely!