We crushed up the Oreos and broke up the marshmallows a bit to fit. You can buy bigger waffle cones but this was all the store had at the time. We have also done this with chocolate chips. It all tastes amazing. We spray the top area a bit with cooking spray before wrapping it all up so that the marshmallow doesn’t stick to the aluminum foil. Sit it on a hotdog stick or whatever you choose to use and let it cook over the fire for a couple minutes each side. They don’t take long so be careful not to burn it.