You're doing it wrong.
[spoiler]You should first twist it, then lick it (a lot), and then dunk it into Milkeon!! [/spoiler]
Such naive young foolishness. This is not the proper way to eat an Oreo.
Yes, you should twist it first. However, licking comes much later. First you get your two halves in order. The non-cream side gets dunked in milk first before you put it in your mouth and sensually play with it. Your tongue absorbing the milk and the ever softening cookie before biting it softly. Then comes the cream side. After it's slowly dunking, then it gets licked a lot, slowly of course. After it's licking, you bite half of it and eat it passionately. Finally, you re-dunk the other half and repeat the process until at last it's alllllll gone.