In a medium bowl whisk together 1 cup milk, 1 large egg, 2 teaspoons vegetable oil, and 1 teaspoon vanilla extract until combined.

Add 1½ cups pancake mix and 1 tablespoon granulated sugar. Stir just until combined (do not overmix). Let the batter rest 5 to 10 minutes.

Pour 1 to 2 inches of vegetable oil into a heavy, deep pot (Dutch oven or similar). Heat the oil to 350–370°F.

Working one cookie at a time, use a fork to dip a Double Stuff Oreo (12 to 15 total) into the batter, coating both sides and allowing excess batter to drip back into the bowl.

Carefully lower the coated Oreo into the hot oil. Fry in batches without crowding the pot, about 2 minutes per side, turning once, until golden brown. Keep the oil temperature near 350–370°F.

Transfer fried Oreos to a paper towel–lined plate to drain. Repeat with remaining cookies.

Sprinkle drained fried Oreos with powdered sugar and serve warm.