Preheat the oven to 200C/180C Fan/Gas 6. Line a 6 hole muffin tin.
In a large bowl, combine the flour, baking powder, sugar and cocoa powder.
Add in the milk, egg, melted butter (ensure it's not still piping hot) and vegetable oil. Stir together with a wooden spoon until just combined.
Crush about 10 of the Oreos into small chunks and fold into the batter. Spoon the batter into the lined muffin tin.
In another bowl, combine the cream cheese, sugar and vanilla. Place 1-2 tsp of the mix on the top of each muffin. Bake for 15-18 minutes, until the tops are golden. Remove, place an Oreo on top of each muffin and let cool!