I thought that they'd recently revised the Oreos here in the UK and they no longer contain whey? I know they certainly used to but I could have sworn that the last time I looked they were milk-free. Obviously the bone char thing is still an issue though.
According to Wikipedia, the font of all truth, "since Spring 2013, the whey powder has been removed and UK Oreo cookies are now suitable for vegetarians and vegans."
I prefer a hobnob, myself.
Yes, I'm sure I've had that answered for me before, but as I've never eaten any Oreos, I probably promptly forgot it again.