Crush the Oreos in a food processor or sealed bag until fine crumbs form.
Mix crushed Oreos with softened butter to form a thick, spreadable paste.
Line a baking sheet with parchment paper.
Lay out thawed puff pastry on a clean surface, pressing gently to flatten.
Spread the Oreo mixture evenly over the pastry, leaving a half-inch border on all sides.
Starting from one long edge, roll the pastry tightly into a log, pressing gently.
Slice the log into 1-inch pieces and place cut-side up on the prepared baking sheet.
Brush each swirl with egg wash and sprinkle coarse sugar on top.
Bake at 400°F for 12-15 minutes until puffed and deep golden brown.
Cool on the baking sheet for 5 minutes, then transfer to a plate or wire rack.
Serve warm or at room temperature, best within 2 hours.