Preheat the oven to 350° F. Spray donut tray with nonstick spray and set aside.
In a large bowl, whisk together the flour, sugar, baking powder, and salt. Set aside.
In a seperate bowl or measuring cup, whisk together the egg, buttermilk, melted butter, and vanilla. Pour this mixture into the dry ingredients, and mix until just combined. Add in the crushed oreos, mixing until combined.
Scoop this mixture into the donut tray, or use a piping/ziploc bag to pipe into the donut pan. Fill each donut ½ full with batter. If you are using silicone donut molds, place them on a baking sheet before putting them into the oven.
Bake for 9-12 minutes or until set on top. Transfer the donut pan to a wire rack and allow the donuts to cool for about 5 minutes. Carefully take the donuts out of the pan and allow them to cool completely on the wire cooling rack before icing.
Vanilla Glaze
Mix together the powdered sugar, milk, vanilla, and salt. If the icing is too thick, add in up to ½ tablespoon of milk. If it is too thin, add powdered sugar.
Notes
To make homemade buttermilk, pour ½ tablespoon of white vinegar or lemon juice into a liquid measuring cup. Fill the measuring cup to the ½-cup mark with milk. Allow the mixture to sit for 5-10 minutes. This allows the mixture to curdle like buttermilk.
Only fill the donut pan about halfway! This ensures it won't overflow while baking.
Wait to dip the donuts in glaze once they’re completely cool, otherwise, the glaze will melt right off and not stick to the donut.
When glazing donuts, put a sheet pan or parchment paper sheet under the wire rack to catch any dripping glaze.