Fill a wide pot with at least 1 ½ inches (4 cm) of water. Place over high heat until boiling, then adjust the temperature to maintain a gentle simmer.
In a glass bowl, combine egg whites, sugar, water, and salt.
Set the bowl over the steaming water (the bowl should "sit" on the sides of the pot and not touch the water).
Stir constantly with a spatula until the sugar is completely dissolved (check that there is no granular sensation between the fingers) for about 8 and 10 minutes. The mixture should be warm to the touch. If using a thermometer, the temperature should read 160°F (71°C).
Very carefully, transfer the egg mixture to a stand mixer fitted with a whisk attachment and whip at high speed until the meringue is glossy and beginning to ball up inside the whisk, about 10-15 minutes. The meringue should be stable enough to be piped.
Line a sheet tray with parchment paper and place the Oreo cookies 1- inch (2 cm) apart (you do not need to get rid of the filling, use them as is).
Transfer the meringue to a pastry bag with a wide tip and pipe onto the cookies. *Place the tip nearly on the surface. Using gentle, even pressure, squeeze out a dollop of meringue, lifting the bag as you do so.
Transfer to the freezer to stabilize for 20 minutes.