Add all ingredients into a shaker with ice and shake until well-chilled.
Strain into a coupe.
Top with whipped cream and crushed Oreo cookies (discarding cream in center).
*Vanilla-infused brandy: Cut 2 fresh vanilla pods lengthwise and place into a 750 mL bottle of brandy. Let sit for 3 to 5 days, shaking occasionally. Strain out pods and store.