In a large bowl, combine glutinous rice flour, cornstarch, cocoa powder, white sugar, corn oil, and milk. Whisk until smooth.

Use a fine mesh strainer to sift the mixture into a medium-sized pot.

Set the pot over low heat and continuously stir the mixture with a spatula for about 10-12 minutes until it thickens.

Transfer the mochi dough onto a lightly dusted surface with cornstarch and allow it to cool for a few minutes.

Pinch off pieces of the mochi dough and roll into balls approximately the size of a marble.

Crush the Oreo cookies into fine crumbs and roll each mochi ball in the crumbs until fully coated.