Preheat oven to 350 degrees and spray a 9x13-inch pan with cooking spray.
In a large bowl, use an electric mixer to beat cake mix, melted butter and egg until evenly mixed. It will be very thick. Transfer to prepared pan and pat it out evenly.
In the same bowl, beat the cream cheese and vanilla until smooth.
Add the melted butter and 3 eggs and beat until blended.
Beat in confectioners' sugar.
Stir in the crushed oreos. Pour over the cake mix layer.
Bake for 40 to 44 minutes. It should still be gooey in the middle. Be careful not to overbake it.
Cool completely and refrigerate for at least 1 hour before cutting into squares.