Warm the milk slightly, crumble in the yeast, add a teaspoon of sugar, and let it stand for 10 minutes until foamy.
In a large bowl, whisk together the flour, cocoa powder, remaining sugar, and salt.
Pour in the proofed yeast mixture, melted butter, and eggs. Start mixing the dough.
Knead the dough thoroughly for 10 minutes until it is smooth and elastic. If necessary, add a little more flour or milk to achieve the right consistency.
Cover with a kitchen towel and let rise in a warm place for about 1 hour, or until doubled in size.
On a floured surface, roll out the dough to about 1 cm thickness. Use a glass or donut cutter to cut out circles.
Let the donuts rise for another 30 minutes to make them even lighter when frying.
In a deep skillet or pot, heat the oil to 340-355°F (170-180°C). Fry only a few donuts at a time to keep the oil temperature stable.
Fry the donuts for 2-3 minutes per side, until golden brown. Remove and place on paper towels to drain excess oil.
Melt the white chocolate with the heavy cream over a double boiler, then dip the tops of the donuts in it.
Crush the Oreo cookies and sprinkle them over the still-warm chocolate coating.
Let the coating set, then serve fresh so the crispy texture of the Oreo and the softness of the donut are in perfect harmony.
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