The whole thing all at once.
Slow and methodical nibbles examining the results of each bite afterwards.
In little feverous nibbles.
Dunked in some liquid (milk, coffee...).
Twisted apart, the inside, then the cookie.
Twisted apart, the inside, and toss the cookie.
Just the cookie, not the inside.
I just like to lick them, not eat them.
I don't have a favorite way because I don't like Oreo.