The first time I heard of this, I imagined them being oily and soggy. I was dead wrong. I've actually done this a whole lot before, but I never used oil to fry them in. I only used melted butter. This made the Oreos look more like pancakes. Anyway, since I had a pack of Oreos and some hotcake mix in the pantry, I decided to make some for breakfast.
1 135g packet of hotcake mix
1 pack of Double Stuf Oreos
All you need to do is follow the instructions behind the hotcake mix packet. Fill up your pan with enough oil, making sure that the cookies will be submerged in it once you start frying. Dip the Oreos into the hotcake mixture and drop them into the hot oil. Depending on how the deep your oil is, you may have to flip them. Once they're nice and golden brown, you can take them out. I didn't have any paper towels on hand, but if we did, I'd definitely use them to absorb some of the oil from the cookies.
If you don't have any Oreos, any other chocolate sandwich cookie would work. Just make sure to refrigerate them for a couple of hours prior to frying. It helps keep the cookies together. Also, you may want to top the finished product with some powdered sugar and chocolate syrup, like how I did. I actually liked them more than the previous version that I did with butter. They have crispy exteriors. Who doesn't love crispy morsels? They're also perfect with a glass of milk on the side. :)