I had to use a fresh Oreo biscuit for each shot and the great thing was getting rid of the milky used one's, which was ahem cough cough, thrown away #whistle.
I bought a noodle bowl, filled it with milk and dropped an Oreo in it.

Camera: Nikon D7100
Lens: Tamron 24-70 f/2.8
f/11 - ISO 100 - 1/200 sec 70mm

Lighting I used 2 flashguns with no modifiers, both on stands on either side of the bowl.
1x yongnuo 560 II
1x Yongnuo 560 III
Both zoomed into 105mm and set to 128th power and fired using my Yongnuo RF602 trigger.