The below OREO varieties are vegetarian friendly: 
 
Suitable for Lacto-Vegetarians (may contain milk) 
OREO Cookies Original 
OREO Cookies Chocolate 
OREO Cookies Double Stuff Vanilla Creme 
OREO Cookies Double Stuff Choc Hazelnut 
OREO Cookies Double Stuff Choc Mudcake 
OREO Cookies Double Stuff Cinnamon Bun 
OREO Cookies Double Stuff Mint 
 
Suitable for Lacto-Vegetarians (contains milk) 
OREO Dunked in Cadbury Chocolate Original 
OREO Wafer Sticks Milk Chocolate