Cut a lengthwise slit from stem to bottom of each chile. Make a crosswise incision at stem end, forming a T. Pry open enough to hold back long cuts (to expose ribs and seeds), then devein and seed using tip of a paring knife and kitchen shears. Stir together cheeses, hot sauce, 1/4 teaspoon pepper and 3/4 teaspoon salt. Fill peppers with cheese mixture, pressing seams closed after filling, so that cheese is compacted and chile retains its shape. Lightly beat eggs in a small shallow bowl. Stir together bread crumbs, oregano and 1/4 teaspoon each of salt and pepper in another shallow bowl. Dip peppers in egg, letting excess drip off, then coat with bread crumbs, transferring to a work surface. Repeat coating with egg and crumbs to form a second layer. Heat 2 inches oil to 325° in a medium saucepan. Fry chiles in 3 batches, stirring occasionally, until golden brown all over, 5 to 6 minutes per batch. Transfer to several layers of paper towels to drain. Return oil to 325° between batches.