Mix the milk and vanilla pudding together. Whisk for 2 minutes and then chill for 2 hours. Fold in the Oreo crumbs.
Add whipped topping and chocolate pudding mix. Stir to combine. Chill for an hour.
Using a piping bag with a star tip, pipe grey stuff onto the cookies in a swirl shape. Top with sprinkles.
Notes
Sprinkles are optional, but I find that they bring the Grey Stuff to life! So if you'd like, get creative with the sprinkles and sugar pearls and really make your Grey Stuff sing!