Combine peanut butter, Nutella, egg, and sugars in the bowl of an electric stand mixer fitted with the paddle attachment. Beat on medium speed until combined, scraping down the sides as needed.
Add in the cocoa powder, coffee, vanilla, and baking soda. Beat for another minute or two until well combined. Add the crushed Oreos and use a rubber spatula to gently combine. Place the mixing bowl in the refrigerator for an hour.
Preheat the oven to 350 degrees F. Line two baking sheets with parchment paper. Use a medium scoop, about 1 ½ tablespoons, and scoop out dough about two inches apart. Use two fingers to slightly press down the tops of the dough.
Bake cookies for 8 minutes. Let cookies cool completely on baking sheet.