Coarsely crumble the oatmeal cookies and set aside.
Melt the butter, then whisk in the sugar, cinnamon, and milk.
Add the crumbled oatmeal cookies to the milk mixture, ensuring the cookies are well soaked.
Lay out the strudel dough sheets one at a time on a clean kitchen towel. Brush each sheet with a little melted butter, then sprinkle with the oatmeal cookie filling.
Carefully roll up the strudel sheets and place them in a greased baking dish.
Whisk the egg and brush it over the top of the strudels to give them a beautiful golden-brown color while baking.
Bake in a preheated oven at 350°F (180°C) for 30-40 minutes, or until golden brown and crispy.
Let it cool slightly before slicing and serving warm.
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