Begin by preparing the cookies and cream sauce. In a pot, mix together the sugar, water, and heavy cream over medium-low heat until it reaches a gentle simmer.
Crush the Oreos and add them to the pot. Stir in the sweetened condensed milk until everything is well combined.
Remove the pot from the heat and mix in the vanilla extract along with a pinch of salt. Let the sauce cool before transferring it to the refrigerator, where it can be stored for two to three weeks.
To create the latte, combine the espresso with the cookies and cream sauce and your choice of milk.
Add a few tablespoons of the cookies and cream sauce to a hot double shot of espresso, then pour in about six ounces of milk to help cool the espresso.
For the marshmallow cold foam, whisk together heavy cream, a splash of milk, and the marshmallow syrup until frothy.
Finally, assemble the latte by topping it with the marshmallow cold foam and a sprinkle of crushed Oreo bits.
