Preheat the oven to 350 degrees F. Grease and flour two doughnut pans. Set aside
Open the Oreos and scrape out the cream filling into a small bowl. Set aside. Crush the cookie wafers and set aside in another small bowl.
In a medium bowl, mix together the cocoa powder, all-purpose flour, sugar, baking soda, baking powder, and salt. Whisk the mixture until it is one color.
In another bowl, melt the butter and allow to cool to room temperature. Beat in the buttermilk, egg, and one tablespoon of vanilla extract until it is well mixed.
Pour the wet ingredients into the dry ingredients and mix until combined and there are only a couple of lumps in the batter. Fold in half of the reserved crushed chocolate Oreo cookies.
Evenly divide the batter among the doughnut pans (there should be enough batter to make about 9 - 10 doughnuts) and bake for about 12 - 15 minutes or until a toothpick inserted comes out clean. Allow to cool on a wire rack.
While the doughnuts are baking, crush the remaining Oreos and set aside.
Microwave the reserved Oreo cream until it is melted. Add in the powdered sugar and the remaining vanilla extract, Slowly add in the heavy cream one teaspoon at a time until the mixture is a paste-like consistency. It should be slightly thicker than glue.
Spread the icing over the doughnuts, then sprinkle the remaining crushed Oreos over the icing. Best the same day, but can keep in an airtight container for up to a week.