Preheat the oven to 350 degrees. Prepare donut pans by spraying with cooking spray.
In a small bowl, whisk together egg, buttermilk, melted butter and vanilla.
In another bowl, whisk together flour, cocoa powder, brown sugar, granulated sugar, baking soda, baking powder and salt.
Add dry ingredients to the wet ingredients and stir until just blended.
Crush 3 Oreo's.
Fold crushed Oreo's into the batter.
Transfer batter to a pastry bag or zip lock with a hole cut in the corner.
Pipe the batter into the donut pan.
Bake donuts for 10 minutes or until toothpick comes out clean.
Transfer to a wire rack to cool completely before adding icing.
Beat butter and shortening together.
Add powdered sugar and vanilla and beat until smooth.
Add a little milk at a time until the icing is the correct consistency. You want it pourable but thick enought to coat.
Dip each donut half way into the icing.
Place on a wax paper or wire rack to dry.
Crush the other 3 Oreo's and sprinkle on top of the glaze.