Place Oreos in a zip-top bag and crush into fine crumbs with a rolling pin. Leave a few slightly larger pieces for texture. Set aside.
Let cream cheese sit at room temperature until soft and spreadable, about 30–45 minutes. Alternatively, microwave in 10-second intervals until soft but not runny.
In a medium mixing bowl, combine softened cream cheese and crushed Oreos. Stir until smooth and evenly combined.
Add protein powder gradually, a little at a time, stirring well after each addition.
Add milk one tablespoon at a time until the mixture reaches a soft, playdough-like consistency - it should hold its shape without sticking to your hands.
Stir in vanilla extract, salt, and any optional mix-ins.
Scoop about 1 tablespoon of dough and roll between your palms to form smooth balls. Place on a parchment-lined tray.
Refrigerate for at least 1 hour (or freeze for 30 minutes) until firm.
Optional: once chilled, roll each ball in extra crushed Oreos, cocoa powder, or shredded coconut before serving.