You'll also need some ribbon and washi tape or Scotch tape, I prefer decorative washi tape.
I made two versions, one with the ribbon on the outside, that's like wrapping a present.
But I don't like it when you have all those scrunched up bits of wrapping paper and loads or Scotch tape to hold it in place.
I think you can use some sturdier wrapping paper as well, just try.
I attach the ribbon with a bit of taperunner to the Oreo package, just so it doesn't slide around while you work on it.
You can either tie a bow on the top, or as I did wrap some bakers twine to hold the wider ribbon tight.
Cut or tear a piece of washi long enough for the wrap and stick it to the table, then wrap the paper around the Oreo and tape it shut.
You can decorate your wraps with flowers, tags, foam shapes, enamel dots, anything you like.