In a bowl, combine your pancake mix, milk, and egg. You want the batter to be slightly thick but still able to coat the Oreo cookies evenly.
If the batter is too thick, add a bit more milk until it reaches the right consistency.
Set your air fryer to 350°F (175°C) and let it preheat for a few minutes.
Take each Oreo and dip it into the pancake batter, making sure it’s completely coated. Be gentle to avoid breaking the cookie.
Lightly spray the air fryer basket with cooking spray to prevent sticking.
Carefully place the coated Oreos in a single layer in the air fryer basket, leaving some space between each one for even cooking.
Air fry the Oreos at 350°F for 5-6 minutes. The outside should turn a golden brown, and the cookie inside will become warm and soft.
Depending on your air fryer model, you may need to adjust the time slightly. Keep an eye on them to make sure they don’t overcook.
Once your Oreos are done, carefully remove them from the air fryer and place them on a plate.
Use a sifter or spoon to dust the top of the Oreos with powdered sugar for a finishing touch.