In a large bowl, whisk together the flour, Oreos, sugar, baking powder and salt.
In a medium bowl, beat the egg whites with a hand mixer until stiff peaks form. Set aside.
In another bowl, mix together the milk, oil, egg yolks and vanilla extract. Add the milk mixture to flour mixture, stirring until just combined. Gently fold in egg whites.
Preheat oven to 200°F. Heat waffle iron according to instructions. Spray with cooking spray and add about ½ cup of the batter. Cook for 5 minutes, remove from waffle iron and place in oven to keep warm. Repeat with remaining batter.
Waffle Maker: Using a good waffle maker is half the battle. You will want a cast iron on non-stick model. If it has a done indicator, even better.
Fat Ratio: Waffle batter should be a similar consistency to pancakes, but the difference is waffles have more fat, whether it's melted butter or oil.
Baking Powder: Baking powder gives the waffle a better rise than baking soda, but you can use baking soda in a pinch.
Don't Overmix: It is ok for the batter for these waffles to be lumpy. It is better to have some lumps than overmix.
Sacrifice First Waffle: The first waffle should be used to figure out how much batter you need and the level of doneness you want.
Don't Peak: Let the waffle iron do its work and don't continue to open it. Rely on the indicator if it has one and if it doesn't, look for steam coming out of the side which indicates that it is done.
Use the Oven: To keep the waffles from getting cold while cooking the others, place in a 200°F oven. Just place directly on the oven rack.