Whisk egg and sugar until pale yellow.
Add flour and cornstarch to the mixture, whisk until combined.
Pour the milk to a medium pot, and place it over medium heat.
When the milk reaches a low simmer remove the pot from the heat.
Slowly stream half of the warm milk mixture into the egg mixture, whisking constantly to prevent the eggs from scrambling.
Add the tempered egg mixture into the pot with the milk, and place the pot back on the heat.
Whisk the mixture until it boils.
Boil for 3-4 minutes then remove the pot from the heat and allow the custard to cool.
Use a food processor or blender to grind Oreos into fine crumbs.
Using a hand mier or whisk, beat the heavy cream until it forms soft peaks.
Combine cooled custard and Oreos.
Using a spatula, fold the whipped cream into the Oreo mixture.
Pipe the mixture and then refrigerate until serving.