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

Pour the mixture through a fine sieve into a medium pot.

Over low heat, stir the mixture continuously for about 10-15 minutes until it thickens and pulls away from the sides.

Transfer the batter onto a cornstarch-lined surface to cool for about 5 minutes, then stretch and pull the dough until elastic.

Divide the dough into tablespoon-sized pieces and roll them into smooth balls.

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