Of course to be fully authentic the oil would need to be hydrogenated vegetable shortening. Yum!
Actually, that probably would not make the filling authentic either. My only goal would be to fool the grandkids. Some guy got 15 years behind bars for selling the filling recipe to the Chinese for $28 million.
https://www.eatthis.com/the-worlds-8-most-addictive-foods/
Until 1997 the filling was made out of pig lard, sugar and some chemicals, but these days it is most likely “sugar, palm and/or canola oil, and high fructose corn syrup.
It turns out that according to a study using rats that Oreos are more addictive than Cocaine and Morphine.
https://www.eatthis.com/the-worlds-8-most-addictive-foods/