Place the Oreos in the blender and pulse a few times to break them into smaller chunks.
Add the chilled milk and ice cubes to the blender with the broken cookies.
Sprinkle in the sugar if using, then secure the lid on the blender.
Blend on high speed for about 30-45 seconds until the mixture is smooth, frosty, and well combined, with small bits of cookie still visible.
Stop the blender and check the consistency — it should be thick and icy but scoopable.
Pour the slushie into glasses and serve immediately with a straw or spoon for crunch and cooling refreshment.