Heat oil to 350°F:
Heat oil in a fryer, Dutch oven, or medium saucepan to 340-350°F (171-177°C). On a stovetop, set the heat to medium.Make cheesecake filling:
In a bowl, beat together cream cheese, sugar, sour cream, and 2 Tbsp heavy cream for 2-3 minutes. Spoon the cheesecake filling into a piping bag with a pastry tip. Set aside.Chop Oreo cookies:
Finely chop the Oreo cookies and put them in a wide, shallow bowl. Set aside.Whisk powdered sugar glaze:
In another wide, shallow bowl, whisk powdered sugar with 2 1/2 Tbsp heavy cream until smooth. Set aside.Fry biscuits until golden:
Open the biscuit can and gently separate the biscuits. Fry 2-3 biscuits at a time until golden brown, then flip and fry the other side until golden.Cool doughnuts on rack:
Place paper towels under a wire rack. Move the cooked doughnuts to the rack to cool.Pipe filling into doughnuts:
After a few minutes of cooling, pipe the cheesecake mixture into each doughnut.Dip in glaze and Oreos:
Dip the top of each doughnut first in the glaze, then in the crushed Oreos. Repeat for all doughnuts.