In a medium bowl, whisk together the buttermilk and vanilla pudding mix for 2 minutes until it begins to thicken.
Fold in the Cool Whip using a rubber spatula until evenly combined. Add the oranges and stir gently. (I like to reserve a few oranges for garnish later.)
Cover and refrigerate until ready to serve.
Add the crushed cookies just before serving and stir until incorporated. Garnish with a couple of whole cookies or some crushed cookies and a few orange segments.
Notes
If desired, you can also add 20 ounces of canned pineapple chunks that have been drained.