Pour the vegetable oil into your Dutch oven, filling it deep enough that the Oreos can float freely. Set the pot over medium heat and clip on your thermometer to track the temperature aiming for exactly 350 degrees Fahrenheit.

In a medium mixing bowl, crack in your beaten egg, then add the vanilla extract and whole milk. Whisk together until fully combined.

Slowly sprinkle in the Bisquick while continuing to whisk until the batter reaches a consistency similar to thick pancake batter.

Coat each Oreo fully in the batter, ensuring no patches remain uncovered.

Carefully lower the batter-coated Oreo into the hot oil, frying only two or three at a time to avoid overcrowding.

Let each Oreo cook for about 30 to 60 seconds, flipping gently halfway through until they reach a deep golden brown.

Transfer fried Oreos onto a plate lined with paper towels to absorb excess oil. Dust with powdered sugar while warm and serve immediately.