Beat the pudding mix and milk in a large bowl according to the directions. Refrigerate for 5 minutes. Add pumpkin pie mix and stir well. Place bowl back in to the refrigerator for about 10 minutes to allow it to set. Remove from the refrigerator and layer your parfait glasses as follows: Oreos, pumpkin pudding, Oreos, pudding and Cool Whip mixture, Oreos, Cool Whip. Garnish with an Oreo cookie if you wish.