Combine all ingredients, except OREO Pieces, in bowl of electric mixer fitted with dough hook. Mix on low speed until combined. Mix on medium speed 5 min. Add OREO Pieces; mix on low speed until fully incorporated.

Transfer dough to clean bowl; cover. Let rise in warm place 1-1/2 hours or until doubled in size.

Form dough roughly into loaf shape and place in 13-inch Pullman loaf pan. Cover with pan lid. Let proof 1 hour or until doubled in size.

Bake in 350°F standard oven 25 min. Remove lid. Bake 20 min. or until internal temperature of bread reaches 195°F. Cool in pan on wire rack 5 min. Remove from pan; cool completely on wire rack. Trim off 1 end of loaf. Cut loaf into 16 slices, each 3/4-inch thick. Cut each slice into 4 sticks.

Mix ingredients until well blended. Place in shallow pan.

Combine ingredients in second shallow pan.

Mix ingredients until well blended. Place in third shallow pan.

Dip each bread stick into First Batter, coat with OREO Flour Mixture, then dip in Second Batter.

Cook immediately in 350°F deep fryer 1 to 1-1/2 min. or until golden brown. Drain well. Plate 6 sticks per serving.