In a large mixing bowl, combine softened cream cheese, crushed Oreo cookie crumbs, protein powder, milk, and vanilla extract. Blend until smooth and well-combined, about 2-3 minutes.

If the mixture is too dry, gradually add more milk until you achieve a dough-like consistency, about 2 more minutes.

Using a cookie scoop or hands, portion out 1-inch pieces and roll them into smooth, round balls.

Line a baking sheet with parchment paper and place the balls on it, leaving space between each.

Refrigerate for at least 30 minutes to firm up the balls.

Serve immediately or store in an airtight container in the fridge for up to a week.