Preheat oven to 350°F. Lightly grease an 8-inch square baking dish with nonstick spray.
In a large bowl, whisk together the eggs, milk, melted butter, and vanilla until smooth.
Add the quartered cinnamon rolls, crushed Golden Oreos, and 2 tablespoons of rainbow jimmies. Gently fold until every piece is coated in that buttery custard mixture.
Pour everything into the prepared pan and spread it out evenly. Sprinkle 1 more tablespoon of jimmies over the top for that colorful confetti finish.
Bake for 22 to 25 minutes, until puffed, lightly golden, and set in the center.
Warm the icing from the cinnamon roll can for a few seconds so it’s pourable. Drizzle generously over the warm bake, then immediately add a final shower of rainbow jimmies so they stick right into the glaze.