Start making the cookies first. Cream together the butter, sugar, and vanilla until they become light and fluffy. Next, add the egg and mix until it is incorporated. Finally, add the dry ingredients and mix until you have a dough.
Wrap the cookie dough in plastic or saran wrap and allow it to rest in the fridge for 1 hour.
While the dough is chilling, make the Grey Stuff recipe. In a mixing bowl. Whisk together the cold milk and vanilla pudding mix. Once you have a uniform mixture, set the pudding in the fridge to chill.
Next, crush the Oreos until you have a fine crumb. Then, mix them with the set vanilla pudding mixture and mix them well.
Fold in the thawed Cool Whip frosting and chocolate pudding mix. Make sure your ingredients are uniformly combined. Then, again, allow the mixture to set in the fridge for 1 hour.
Now you can continue making your cookies. You can also preheat your oven to 350ºF (180ºC). Then, roll out the dough on a lightly floured surface until it's about 2 1/2 inches in thickness.
Cut out the cookies with a fluted cutter. You should be able to get between 8-12, depending on your cutter size.
Place your cookies on a lined cookie sheet. Then, bake them for 8-12 minutes or until they are set, but not yet browned. Remove them and allow them to cool completely.
To assemble the Grey Stuff dessert, place the pudding into a piping bag. Then, add a big swirl of your Grey stuff pudding onto each sugar cookie. Top them with edible pearls and enjoy!