Preheat your oven to 350°F and line your cupcake pan with 4 liners. Place 1 full Oreo in each of the cupcake cups.
In a small, microwave-safe bowl, combine butter, chocolate, and vegetable oil. Microwave for 15 seconds and stir. Repeat until mixture is completely melted and smooth. Set aside to cool slightly.
In a small bowl, whisk together flour, cocoa powder, baking powder, and salt. Set aside.
In a medium bowl, whisk together sugar, egg yolk, and vanilla until well-combined. Whisk in cooled chocolate mixture until smooth. Whisk in flour mixture until just mixed. Add milk and coffee and whisk until smooth. (Batter will be quite thin.)
Spoon or pour batter into your prepared cupcake cups, filling 2/3 of the way full. Discard any excess batter.
Bake for 16 to 19 minutes, until a toothpick inserted into the center of the cupcakes comes out clean or with just a few crumbs. Once the cupcakes are cool enough to handle, transfer to a cooling rack to cool completely before frosting, 15 to 20 minutes.