For OREO Sugar: Place sugar and OREO Cookies in food processor. Process until ingredients are finely ground. Place in bowl for coating baked donuts.
For Cake Donuts: Cream butter and granulated sugar in bowl of electric mixer fitted with paddle attachment until well blended. Add eggs in 2 additions, mixing well after each.
Combine dry and liquid ingredients separately. Add half the dry ingredients alternately with half the liquid ingredients, mixing just to combine after each addition.
Pipe or spoon 2 oz. of batter into each section of a lightly greased mini (3 to 3-1/4-inch) donut pans. Bake in a 350ºF conventional oven 9 to 11 min. until donuts are firm to the touch but barely browned, if at all. Cool in pans on wire rack 5 min. Carefully remove from pans.
For Coating: While donuts are still warm, dip in melted butter, then immediately into OREO Sugar. Plate 2 donuts per serving.
Donuts are best served the same day they are made, preferably a few hours after baking.