They're basically oreos dipped in funnel cake batter, deep-fried and sprinkled with powdered sugar. I tried them a couple of times at the Feast of San Gennaro in Little Italy in NYC a few years back. I liked it, but I like the zeppole much better in Little Italy! Basically the oreo just melts into the funnel cake batter and it is really not too greasy if it is done right (not over-fried, but just fried enough to get crispy, and not sitting around all day).