Add the yeast and 2 tablespoons of sugar to the warm milk. Mix and let rest for 5 minutes.
In a different bowl, add the eggs, the rest of the white sugar, and the cubed butter. Wisk and then add the yeast milk mixture. Whisk well.
Add the salt, 4 cups of flour, and the orange food dye. Mix until just combined. (the dye doesn't need to be even in color yet)
Put the dough in a stand mixer bowl and use a hook attachment to knead on medium for 5 minutes. Add 1/2 cup of flour and knead on high until a non-sticky dough forms.
Place the kneaded dough into an oiled bowl. Cover with a damp towel and let it rise for 30 minutes at room (room temperature.
As the dough rises, it's time to make the filling.
Mix the brown sugar and Oreo crumbs in a bowl. (they should already be blended together)
Add the vanilla and softened butter and blend with a fork. A paste should form.
After the 30-minute dough rising time has passed, take the dough from the bowl and roll it into a rectangle on a clean, floured surface. It should be about 1/2 inch thick.
Spread the Oreo filling evenly on the dough.
Create a long log by folding and rolling the dough.
Cut into 12 pieces.
Put the cut rolls into a greased pan and cover with a damp towel. Let the roll dough rise for 20 minutes to double in size.
Preheat the oven to 375 degrees.
Pour the heavy cream over the rolls and put the pan in the oven. Bake for 20-25 minutes until bubbly and firm to touch.
Remove the pan from the oven to cool for a few minutes.
Add the cream cheese and butter in a bowl and blend until creamy to make the icing.
Add the powdered sugar and black cocoa powder and blend until smooth.
Pour in the milk and mix until creamy.
After the rolls have rested for a few minutes, drizzle or pour on the frosting. Coat them all!