In a large bowl or measuring cup, combine vodka and gelatin and let sit 2 minutes. Add water and stir until gelatin dissolves completely. Pour in sweetened condensed milk and whisk to combine.
Spray a small sheet pan with nonstick cooking spray and pour mixture into pan. Refrigerate until firm up, 4 to 5 hours.
Meanwhile, remove cream from Oreos using a butter knife. When gelatin mixture is firm, using a small biscuit cutter or shot glass, cut gelatin mixture into rounds. Place 1 round between two Oreo cookies and repeat until all gelatin rounds are used.