In a large bowl, beat heavy whipping cream until soft peaks form.
Add powdered sugar and vanilla extract, then continue beating until fluffy.
In another bowl, whisk together pudding mix and cold milk until smooth.
Fold pudding mixture into whipped cream, then stir in rainbow sprinkles.
In a baking dish, layer Oreo cookies on the bottom.
Spread a layer of cream mixture over the Oreos.
Repeat layers until all ingredients are used, finishing with cream on top.
Cover and refrigerate for at least 6 hours or overnight.
Top with crushed Oreos and extra sprinkles before serving.