Crush about 4-6 Oreos and place them in a small bowl.
In a medium bowl, whisk together the powdered sugar, vanilla extract, and 1 tbsp milk. If the glaze is too thick, add ½ tbsp of milk at a time.
Dip the top of a donut into the bowl with the glaze, then add crushed Oreos on top. Repeat with the remaining donuts.
Serve donuts at room temperature.