Preheat your oven to 350°F (175°C) and line a baking sheet with parchment paper.
In a large mixing bowl, cream together the vegetable shortening, brown sugar, and granulated sugar until light and fluffy.
Add the vanilla extract and applesauce, and mix until well combined.
In a separate bowl, whisk together the flour, baking soda, baking powder, and salt.
Gradually add the dry ingredients to the wet ingredients, mixing until just combined. Be careful not to overmix.
Gently fold in the chopped Oreo cookies until evenly distributed throughout the dough.
Using a cookie scoop or spoon, drop dough balls onto the prepared baking sheet, spacing them about 2 inches apart. Flatten each dough ball slightly with your hand.
Bake in the preheated oven for 10-12 minutes, or until the edges are golden but the centers are still soft. The cookies will continue to set as they cool.
Allow the cookies to cool on the baking sheet for a few minutes before transferring them to a wire rack to cool completely.