Prepare the pan or deep fryer. In a deep skillet, Dutch oven, or deep fryer, preheat the oil to 375 degrees. Line a baking sheet with paper towels for the finished Oreos.
Make the batter. In a large mixing bowl, combine the flour, baking powder, salt, and granulated sugar. Stir in the milk and whisk. The mixture will resemble pancake batter: a few small lumps are okay.
Dip and fry. One or two at a time, dip the Oreos into the batter and gently place them into the oil. Fry for 3 minutes in the deep fryer or 2 minutes per side in a skillet or dutch oven. When they are golden brown, remove the paper towel-lined baking sheet. Work in batches until all cookies are fried.
Add sugar and serve. Dust generously with powdered sugar. Serve immediately.
Notes
Do not dump all the cookies into the batter. They will get soggy if they sit in there too long.