In a large bowl, combine softened cream cheese and crushed Oreo cookies.
Add protein powder, a pinch of salt, and vanilla extract if using.
Mix thoroughly until all ingredients are evenly combined.
Gradually add milk, 1 tablespoon at a time, until the mixture becomes moldable but not too wet.
Fold in any optional mix-ins like mini chocolate chips, nuts, or shredded coconut.
Use your hands to roll the mixture into small 1-inch balls.
Place balls on a baking sheet lined with parchment paper.
Chill in the refrigerator for at least 1 hour to firm up before serving.