Prep your oven and pan. Position a rack in the center of the oven and preheat the oven to 350°F. Lightly spray a 9 x 5-inch loaf pan with cooking spray and line with parchment paper, leaving a 2-inch overhang on the pan's two long sides. Spray the parchment, too.
Make the chocolate chip cookie dough. In a medium bowl, whisk together the flour, baking soda, and salt.
Melt the butter, then mix in the sugars, egg yolk, vanilla, and dry ingredients. Melt the butter in a medium, heatproof bowl in 15- to 20-second intervals, using a heatproof rubber spatula to stir as needed. Pour the sugars over the melted butter and mix with a heatproof rubber spatula until just combined. When melted, add the egg yolk and vanilla and mix until just combined. Gradually mix in the dry ingredients and mix until just combined.
Start assembling the brownies by pressing the dough into the pan. Transfer the dough to the prepared pan and use a tart tamper or your hands to press it evenly over the bottom of the pan, all the way to the edges.
Press the chocolate chips and Oreos over the dough. Sprinkle the chocolate chips over the dough. Gently press down on the pieces to meld them into the cookie dough. Arrange 8 Oreos on top of the chocolate chips and dough.
Make the brownie batter. In a medium bowl, whisk together the granulated sugar, flour, confectioners' sugar, cocoa powder, and salt.
Melt the butter, then add the egg yolks, water, vanilla, and dry ingredients. Melt the butter in a medium, heatproof bowl in 15- to 20-second intervals, using a heatproof rubber spatula to stir as needed. When melted, add the egg yolks, water and vanilla and mix until just combined. Gradually mix in the dry ingredients and mix until just combined.
Finish assembling the brownies. Pour the brownie batter into the prepared pan with the cookie dough and use an offset spatula to smooth the top. Sprinkle the top of the batter with mini Oreos and chocolate chips. Gently press down on the ingredients to meld them into the brownie batter. Bake the brownies. Bake for 35 to 40 minutes, or until a skewer inserted into the center of the brownies comes out with a few crumbs attached. Cool on a wire rack for 10 minutes, then run a butter knife or offset spatula along the edges of the pan. Use the overhanging parchment as handles to lift the bars out of the pan and onto the wire rack to cool completely.
Serve and store. Serve warm, or at room temperature. Use a serrated knife to slice the bar lengthwise. Then, hold the two long slices together and slice them into quarters crosswise to create 8 brownies. The brownies can be stored in an airtight container or zip-top bag at room temperature for up to 3 days.