Preheat oven to 350°F (175°C). Lightly grease a donut pan.
In a bowl, whisk flour, cocoa powder, baking powder, baking soda, salt, and sugar.
In another bowl, whisk eggs, milk, oil, and vanilla extract until smooth.
Pour wet mixture into dry ingredients and mix until just combined. Fold in crushed Oreos gently.
Spoon or pipe batter into donut molds, filling each about ¾ full.
Bake for 10–12 minutes or until a toothpick inserted comes out clean.
Let cool in pan for 5 minutes, then transfer to a wire rack.
Mix powdered sugar and milk until smooth. Dip cooled donuts in glaze and sprinkle with crushed Oreos.