Preheat the oven to 350 degrees degrees.
Line a 9-by-13-inch baking dish with parchment paper and spray with cooking spray.
Combine the granulated sugar, brown sugar, vanilla, salt, whole eggs and yolks in a large bowl.
Melt the butter and chocolate in a double boiler, then whisk together until fully combined.
Whisk in the vegetable oil.
Pour the chocolate mixture into the sugar mixture and mix until fully combined. Gently fold in the flour and cocoa.
Pour the brownie batter into the prepared pan. Then, press the Oreos into the batter, spacing evenly so that when the brownies are cut, there is an Oreo in each one.
Bake brownies until a toothpick inserted in the center comes out clean, 30 to 35 minutes.