In a bowl, add glutinous rice flour, corn starch, sugar, and milk together. Mix it until combined and then strain it by putting it through a mesh sieve.
Cover the bowl with plastic wrap. Poke some holes on top. Microwave this until it is cooked. (~2 minutes)
Add the butter and mix with a spatula.
Knead the dough once it has cooled enough to touch. Knead until the dough can be stretched without breaking.
Whipped cream for the filling
Add the cream and sugar (and optional vanilla) to a bowl. Whisk until you get stiff peaks
Assembly
Roll out the dough into a flat disc on a surface covered with cooked glutinous rice flour *
Place the dough into a bowl and then pipe a layer of whipped cream inside along the edge. Fill the middle with crushed Oreos. Top with more whipped cream.
Wrap up the mochi and cut off any excess dough.
Notes
Cook the glutinous rice flour by heating it on a pan on low heat. Cook it for a few minutes until it changes in color slightly.