I love this filling too, but I do it slightly different. I take out the oreo filling (the white stuff in the middle) before crushing them. It saves a whole lot of calories and fat grams, but tastes just as delicious.
When I'm at home, I just buy the pre-crushed oreos--the white filling isn't in there and it saves time. But here you can't get it (or oreos very easily for that matter).