Separate your Oreo cookies and carefully scrape out and discard the cream filling. Place the chocolate cookie pieces into a blender or food processor and blend until they turn into fine crumbs, then set aside.
In a microwave-safe bowl, combine the white chocolate chips and the coconut oil. Microwave in short 30-second intervals, stirring well in between, until the chocolate is completely melted and smooth.
Add your pretzels to a large mixing bowl and pour the melted white chocolate mixture directly over the top. Toss the pretzels gently with a spatula until every single piece is evenly coated in the chocolate.
Transfer the chocolate-covered pretzels into a large zip-top freezer bag.
Pour the Oreo cookie crumbs into the bag, seal it securely, and shake until the cookies coat the wet chocolate. Open the bag, add the powdered sugar, seal it again, and give it one final thorough shake until all the pieces are beautifully coated.
Place the bag into the refrigerator for 1 to 2 hours to allow the chocolate shell to completely firm up before serving.