- Crush the Oreo cookies into crumbles, then set aside.
- Place chocolate into a bowl and pour heated milk over it. Let sit for a few minutes to melt and then stir. Heat the bowl in the microwave if any chunks of chocolate remain. Let it cool to room temperature.
- Mix heavy cream, Mocha Rum Cream, and powdered sugar in a mixer until stiff peaks form.
- Take half of the whipped cream mixture and combine it with the chocolate.
- Layer the crumbled oreos, whipped cream chocolate mixture, and the other half of the whipped cream into a parfait glass.
- Chill if not serving immediately.