Prepare the devil's food cake mix according to package instructions in a 9×13 pan. Bake until fluffy and moist, then cool for about 15 minutes.
While cooling, whisk together the instant pudding mix with cold milk in a large bowl until combined. Divide into two bowls and color one green and the other orange.
Poke holes in the cooled cake using a wooden spoon handle, spacing them about an inch apart.
Spoon alternate layers of green and orange pudding into each hole.
Spread Cool Whip over the top of the cake.
Sprinkle crushed Oreo cookies on top to resemble dirt.
Chill in the refrigerator for at least two hours before serving.
Decorate with Milano cookies as tombstones and additional Halloween candy before serving.