Heat oil in a deep fryer or large pot to 375°F (190°C).
In a bowl, mix flour, baking powder, sugar, and salt.
Add milk and vanilla extract to the dry ingredients, stirring until smooth.
Dip each Oreo cookie into the batter, ensuring it's fully coated.
Carefully place the coated Oreo into the hot oil.
Fry for about 2-3 minutes, turning occasionally until golden brown.
Remove the fried Oreos and place them on a paper towel to drain excess oil.
Dust with powdered sugar while still warm.
Repeat for all Oreo cookies.
Serve immediately and enjoy!