Prepare the Cheesecake Filling: Beat softened cream cheese with powdered sugar and vanilla extract until smooth. Transfer to a piping bag or a resealable plastic bag with the tip cut off.
Fill the Oreos: Twist each Oreo apart, pipe a small amount of cheesecake filling onto one half, and press the cookie back together. Freeze for at least 20 minutes to keep the filling firm.
Make the Batter: Whisk flour, sugar, and baking powder in one bowl. In another, whisk milk, egg, and vanilla extract. Combine both mixtures until smooth. The batter should be thick but pourable—add a splash of milk if needed.
Heat the Oil: In a deep fryer or heavy-bottomed pot, heat 2 inches of vegetable oil to 350°F (175°C). Test by dropping in a small bit of batter—if it sizzles and floats, it’s ready.
Coat and Fry the Oreos: Dip each stuffed Oreo into the batter, ensuring full coverage. Let excess batter drip off, then fry in hot oil for about 2 minutes per side until golden brown. Drain on paper towels or a wire rack.
Garnish and Serve: Dust with powdered sugar, drizzle with chocolate syrup, and top with crushed Oreos or whipped cream.