Roll the thawed dough out into a large rectangle on a lightly floured surface.
Brush the dough with the melted butter.
Mix together the cocoa powder, ¼ cup sugar, cinnamon and ¼ cup of Oreo crumbs in a bowl.
Spread the filling mixture out over the dough.
Roll the dough tightly lengthwise until it forms a tight log. Cut the very ends off of the log of dough, and then slice it into 11 even pieces.
Place the pieces into a greased cake pan and cover in a warm location to let rise.
Preheat the oven to 350 degrees. Once the rolls have risen, bake for 15-20 minutes until cooked through.
Mix together the cream cheese, butter, powdered sugar, milk and vanilla until smooth and creamy.
Spread the icing over the warm rolls. Sprinkle with the remaining Oreo crumbs and serve.