Place 4 Oreos inside a bag, and use a rolling pin to crush Oreos into small chunks.
Place chopped chocolate into a bowl. Heat milk until steaming and pour over chocolate. Stir until chocolate has melted, then set aside to cool to room temperature.
Whisk together Double Cream, Jamaican Rum Cream & Icing Sugar. Whisk until mixture becomes stiff.
Divide cream mixture in half. Slowly add chocolate mixture to one half, gently folding together.
Assemble parfait cream layers by placing cream into a piping / pasty bag or a plastic bag (with a cut corner). Layer chocolate, then cream, then oreo crumbs, then chocolate again. Continue to repeat until you fill the glass. Top with crushed Oreos.
Service immediately, or refridgerate for 2-3 hours for a firmer parfait.