Preheat oven to 350°F, line a cookie sheet with parchment paper
In a separate bowl, whisk together flour, cocoa, baking powder, baking soda and salt
In a large mixing bowl, beat together vegetable shortening and sugar until light and fluffy.
Slowly add the flour mixture to the shortening and sugar. Mix until everything is well incorporated.
Add the vanilla, oil and applesauce to your dough. Mix until well incorporated.
Gently mix in the chopped Oreos with your dough until evenly distributed.
Form your dough into a loaf that's roughly 14 inches long, 3-4 inches wide and 1 inch tall on your cookie sheet.
Bake at 350°F for 25-30 minutes. Look for the top starting to crack. You should be able to insert and toothpick and have it come out cleanly.
Remove your loaf from the oven and let it cool 15 minutes.
Lower oven temperature to 325° F
Slice your loaf into 1/2-inch slices of biscotti (approximately). Lay the biscotti cut-side down on the cookie sheet. Bake at 325°F for another 10-15 minutes.
Remove from the oven and let them cool for another 10 minutes.
Flip the biscotti to the other side and bake at 325°F for another 10-15 minutes.
Remove from the oven and let cool completely.