These little guys bear a moment of explanation. My daughter and I have been inseparable since she was born, pretty much. She came to live with me when she was eight, when her mother suddenly abandoned her. Her mother and I divorced when she was three. This was a turbulent, terrible time for her so I spent a lot of extra time creating a whole new world to help her adjust. Part of that included putting cartoons on note cards and sticking them in her lunch box every day for school. This not only cheered her up but also made her new friends - the other kids would come to her to see what new weirdness she had that day.
So - the Oreo goblins came to be when one day she noticed there were no more Oreo cookies. Of course, I had eaten the last one and we just hadn't gone shopping yet, but I couldn't tell her that, now could I? So I blamed the Oreo goblins. And she took it as seriously as an eight year old will, and promptly named the first Oreo goblin "Phil". The story kept going from there. She and I came up with new goblins all the time and she even started telling Oreo goblin stories - which I happily illustrated for her.
So that's how the Oreo goblins originated.