In the bowl of a stand mixer, cream butter and sugars together on medium high speed for 3-4 minutes until light and fluffy.
Add peanut butter, eggs, yolk and vanilla and mix until smooth.
Add flour, baking soda and salt and mix until just combined.
Crush Oreos into medium to large chunks in a ziplock bag.
Fold Oreos into dough with a spatula.
Using a 2 Tb cookie scoop, scoop a ball of dough and flatten it slightly.
Add a marshmallow to the center and wrap the dough around the marshmallow covering it completely. (make sure there are no marshmallow bits sticking out! a little bit at the top is okay but add more dough if you need to seal any spots up)
Repeat with the rest of the dough and freeze dough balls for 30 minutes.
Preheat oven to 350℉.
Place 5 dough balls on a baking sheet lined with parchment paper or my recommendation, a silicone or silpat mat.
Bake for 10-12 min until the edges are golden brown.
Press candy eyes into each cookie immediately out of the oven and use a circle cookie cutter or mason jar lid to shape cookies. (this will also help keep the marshmallow from sticking to the pan if any leaked out.)
Cool for 3-4 min on the pan before carefully transferring to a cooling rack to cool the rest of the way.
Enjoy and store in an airtight container for up to one week.