Crush the Oreos into very fine crumbs and mix with the melted butter.
Press the Oreo crumbs very tightly into a 9x9 square (or 9-inch round) baking dish (I recommend one lined with parchment paper or foil). Place in the freezer while preparing the filling.
Mix together the brown sugar and cornstarch. In a separate bowl, whisk together the water and egg yolks.
Stir the sugar-cornstarch mixture over medium heat in a large skillet or saucepan until the sugar is warm to the touch. Whisk in the water-egg yolk mixture along with the salt and vanilla.
Simmer on medium heat, stirring continually, while mixture thickens and begins to bubble. Allow to boil for 1 minute while stirring.
Remove from heat and stir in the butter.
Pour the filling into the prepared crust. Chill for at least an hour before serving.
