Preheat oven to 350. Add the butter, oil, and brown sugar in a bowl and mix until well combined. Add the egg and vanilla and mix again.
Separate the Oreos from the cream and put them in a bag. Smash the Oreo cookies until they are a powder-like consistency. Add all the dry ingredients, including the smashed Oreos, to the bowl and mix until just combined.
Scoop large balls of dough onto a cookie sheet and slightly flatten them with your hand or the bottom of a cup. Bake for 8-9 minutes, until cookies are just starting to set. Let the cookies cool completely before frosting.
To make the frosting, combine the instant pudding mix, powdered sugar, milk, and vanilla in a bowl and whisk until smooth.
In a separate bowl, whip the heavy cream until stiff peaks form. Fold the pudding mixture into the heavy cream and mix until smooth. Add the frosting to a pipping bag and pipe onto each cookie!
Top each cookie with crumbled Oreos and a gummy worm. Enjoy!