Preheat your oven to 350 degrees Fahrenheit.
In a large bowl, mix together the cake mix, instant pudding and oats.
Add the shortening, sour cream, water and vanilla.
Mix together - either by hand or with an electric mixer.
Once everything is mixed together, stir in crushed Oreo crumbs.
Line a baking sheet with parchment paper, or spray with spray oil.
Using a cookie scoop or 2 teaspoons, scoop cookies onto the pan 1.5 inches apart. You want them to be 1-2 tablespoons in size.
Bake for 10-12 minutes.
Remove from oven and enjoy!