Crush Oreos and mix with butter. Press into a 9x13-inch pan. Freeze.
Beat cream cheese, peanut butter, milk, and powdered sugar. Fold in whipped topping. Spread over crust. Freeze.
Whisk pudding with cold milk. Spread over peanut butter layer. Chill 5–10 minutes.
Top with remaining whipped topping and candy.
Chill for at least 3 hours before serving.