1. Preheat oven to 350°F (175°C).
2. In a large mixing bowl, combine margarine and sugars and beat until fluffy. Add eggs, vanilla, and peanut butter and continue to mix. Add cocoa, flour, salt, and baking soda and mix until combined. Add chocolate chips and chopped Oreos and mix until just evenly incorporated.
3. Form dough into large balls, and place on Gefen Parchment-lined baking sheets, flattening slightly. Make sure cookies have enough room to spread out a bit. Bake for 16 minutes.
4. To make the sauce: Combine first five ingredients in a small pot and heat, stirring until smooth. Add water and mix until incorporated.
5. Warm cookies and sauce before serving, and serve with vanilla ice cream.