Heat oil in a deep fryer or large pot to 375°F (190°C).
In a bowl, mix flour, sugar, and baking powder.
In another bowl, whisk together milk, egg, and vanilla extract.
Combine both mixtures until smooth.
Dip each Oreo cookie into the batter, ensuring it's fully coated.
Carefully place the battered Oreos into the hot oil.
Fry for about 2-3 minutes until golden brown.
Use a slotted spoon to remove Oreos and drain on paper towels.
Dust with powdered sugar while still warm.
Serve immediately for the best taste.