Make the base. Preheat oven to 350°F. In a food processor or blender, pulse the Oreo cookies into fine crumbs. Transfer the crushed cookies to a bowl. Add the melted butter and stir to combine. Transfer the crumb mixture to an 8-inch pie dish and press into the bottom and sides of the dish to form a crust. Bake for 10-12 minutes. Allow the crust to cool completely before filling.
Make the vanilla pudding. In the bowl of a stand mixer fitted with the whisk attachment (or a large bowl with electric beaters), whip the milk, pudding mix, and cinnamon together on low speed for 2 minutes, until it begins to thicken slightly. Transfer the pudding to a separate bowl.
Make the filling. In the stand mixer bowl (or a separate bowl with electric beaters), beat the cream cheese and confectioners' sugar together on medium-high speed until smooth and combined. Add the prepared pudding and beat together until smooth. Using a spatula, fold in the Cool Whip until combined. Spread the filling over the cooled Oreo cookie base.
Chill. Chill in the refrigerator overnight (up to 3 days), or until ready to serve. The more time you give the filling to set the firmer it will be.
Notes
Storage: Store covered in the refrigerator for up to 5 days.Make it with classic Oreos: To make this pie with classic Oreo cookies, use 26 Oreos and 6 tablespoons of butter. The ratio is different because the Selena Gomez Oreos have a double layer of cinnamon and cream filling, so less butter is needed to moisten the crust.Make it ahead: This pie is best made 1-2 days ahead of time and left to set in the refrigerator until ready to serve.