Well, we haven't made much use of it, but Adijica's chart on post 50 does provide terms for analyzing some of these things. Oreos are structurally a sandwich.
Still, I think what it reads is "sandwich cookie"; that's identifying the thing as a cookie, and its form as sandwich-like.
"In the style of a sandwich." But of course, that's a sign precisely that it's not a sandwich. Because no actual sandwich would use "sandwich" as an adjective.
(Though at Cracker Barrel, you can order Chicken-Fried Chicken--that is Chicken prepared in the fashion that Chicken-Fried-Steak is prepared, which is by frying it like fried chicken. But that's another matter entirely.)