Peeps Oreos Exist! February 18th, 2017 / by Pee-wee Herman Peeps Oreo cookies exist! via Foodiggity WHY? I don’t know! But they do and so do… Candles that smell like Peeps’ Marshmallow Chicks! Who knew?! Starting on February 22, you can buy the limited edition Oreo cookies at Walmart.