In a mixing bowl, beat the cream cheese, powdered sugar, and vanilla extract until smooth.
Flatten the biscuit dough and place an Oreo cookie in the center, then add a spoonful of the cream cheese mixture on top. Fold the dough over the filling and seal.
Heat oil in a frying pan. Fry the filled dough until golden brown on all sides.
For the glaze, mix powdered sugar, milk, and vanilla extract until smooth.
Drizzle the glaze over the fried bites and top with crushed Oreo cookies.