Preheat the oven to 350°F and lightly grease donut pans with cooking spray.

In a mixing bowl, add oil, white sugar, and brown sugar; whisk until combined. Mix in the egg and vanilla extract, then whisk in the milk.

Add flour, cocoa powder, salt, baking powder, and baking soda to the bowl; mix until combined. Do not over mix. Stir in the crushed Oreo cookie crumbs.

Fill the donut cavities ½ way full with batter using a ziploc bag for easier piping.

Bake for 7-10 minutes, or until the donuts spring back when gently pressed or a toothpick comes out clean. Let cool in the pan for a few minutes, then transfer to a wire rack to cool completely.

For the glaze, add all ingredients (minus the Oreos) into a shallow bowl and whisk until smooth, adding more icing sugar as needed. Whisk in the Oreo crumbs.

Dip each completely cooled donut into the glaze to coat the top. Add Oreo crumbs and small pieces of Oreos for decoration, then let sit until the glaze has set.