Prepare your ice cream machine by putting the freezer bowl in the freezer for 2 days ahead of time, so it is nice and cold. This will come into play when making frozen yogurt. When you are ready to make your frozen yogurt, have the machine all set up and ready to go. For the yogurt, line a strainer with cheesecloth and place it over a bowl. Spoon two cups of yogurt into the cheesecloth and allow to drain for about 30 minutes.
Discard the liquid in the bottom of the bowl and remove yogurt to a larger bowl.
Add agave and vanilla and stir well. (Here is where you could add another flavoring if you prefer, or maple syrup in place of the agave if you’re making maple-pecan or maple walnut yogurt.)
Place the freezer bowl onto your machine and place the paddle inside the freezer bowl and put the lid on the machine.
Turn on the machine and pour the yogurt mixture into the freezer bowl through the hole in the lid. (You may have a different kind of ice cream machine, so just follow those instructions.)
The yogurt will start freezing almost immediately, (mine only takes about 5 minutes to get to the consistency we like).
Stir a few times with a wooden spoon or a rubber spatula to stir it every so often. When the yogurt is to the consistency you like, sprinkle the Oreo cookies pieces into the bowl and allow to churn for a minute or two more.