Light the Cobb with the firelighters and briquettes. When the briquettes are half gray, preheat the base plate, rack and lid for 10 minutes.
Meanwhile, prepare the brownie mix according to package directions. Pour 2/3 of the batter into the mold. Place a layer of Oreo cookies on top. Pour the remaining batter over here. Divide the other Oreo cookies over the top.
Place the brownie tin on the rack and the lid back on the Cobb. The baking time is about 10 minutes longer than in a normal oven, but check the cooking regularly.