Prepare and bake lemon cake according to directions on the box for a 9 x 13 cake (typically 28 to 35 minutes). Remove the cake oven and poke holes into the cake with the handle of a wooden spoon or straw. Let cake cool slightly or almost cooled.
Beat together lemon pudding mix and two cups of milk with wire whisk for two minutes. Pour into the holes of the cake.
Beat heavy cream, vanilla, and powdered sugar until soft to medium peaks form.
Crush lemon Oreos in blender, food processor or with rolling pin. Fold crushed cookies into whipped cream.
Refrigerate for 1 hour or until ready to serve.
Garnish with crushed lemon cookies, lemon zest or sliced lemons.