Combine all of the ingredients in a medium-sized saucepan and bring everything to a boil, stirring continuously. Once thick and creamy, remove the chocolate pudding from the heat and grease a loaf pan. Let the chocolate pudding cool slightly, pour it into the greased loaf pan, transfer the loaf pan to the refrigerator, and chill for 30 minutes.
Bring the milk, sugar, agar agar powder, and corn starch to a boil and let the mixture simmer for about 2 minutes. Divide the pudding equally between 2 bowls and crush 4 Oreo cookies. Stir the hot cocoa mix into half of the pudding base and the crushed Oreos into the other half.
Let the cookies & cream and cocoa pudding mixtures cool slightly, then remove the chilled chocolate pudding from the refrigerator. Pour the cocoa pudding into the loaf pan on top of the chocolate pudding layer, transfer the loaf pan back to the refrigerator, and chill for another 30 minutes.
Once the cocoa pudding has set, remove the loaf pan from the refrigerator. Pour the cookies & cream pudding on top of the cocoa pudding layer, transfer the loaf pan back to the refrigerator, and chill for another 30 minutes.
Once the cookies & cream pudding layer has set, crush 10 Oreos in a small bowl using the bottom of a glass, stir the melted butter into the crushed Oreos to form a crust, and spread an even layer of the cookie crust over the cookies & cream pudding layer.
Cover the loaf pan with a large plate or serving platter, flip the loaf pan over, transfer it to the refrigerator, and chill for about 4 hours. Once everything has set, take the cake out of the refrigerator, carefully remove the loaf pan, and dig in!
