First you will need to grind the Oreo cookies into a fine texture. In a medium sized bowl sift Almond Meal, Confectioners sugar and Oreo crumbs together removing any pieces that remain in the sieve.
You will need to separate the 4 egg whites and save the egg yokes for the icing. place the egg whites into your mixing bowl and turn on the mixer to medium high. when eggs whites start to froth add sugar slowly. whip the egg whites until you have firm peaks.
Combine the egg whites and the dry ingredients together. Fold in your ingredients. The idea here is not to deflate the egg whites completely (this is what helps form the feet, but you don't want to leave it with to much air then you get puff balls and cracks). this is where the ribbon effect or lava flow comes in. Best way to see if the batter is ready is to lift your spatula out of the batter and see if the batter flows evenly off your spatula and melts together once it hits the batter in the bowl. Once you have this consistency you are ready to pipe your cookies.
This step needs a little practice, (to get the size even on each of them), you need to pipe them far enough apart so the don't grow together.
Now you need to make your filling. Take 3 TBSP of Confectioners Sugar, 2 TBSP of Water, and 2 egg yoke, mix together and place in a small sauce pan, bring to a boil over medium heat and then remove from heat. This happens very quick so keep your eye on it. Let it cool. In your mixing bowl, mix butter til it is light and fluffy, add 1/2 of the remaining confectioners sugar with your vanilla, blend, add the egg mixture, blending on medium high. You will then adding the remaining confectioners sugar. You will have to decide if you need more water or less. I don't add water til the end so I can control the consistency. I also used 2 egg yokes instead of 1 so I didn't need any of the additional water.
At this point you are ready to put the cookie together. Match up the cookies, a top and bottom, you will again use the Decorating Bag with tip. You can use a fancy tip that makes pretty edges. fill them and you are ready to go.