I do dunk biscuits, but only if they're chocolate ones as they're less likely to flop into your tea.
I prefer using chocolate fingers, Twix and Penguins. Anything chocolate coated with a biscuit inside. Try this: Bite off one end, then the other, and dip it into your tea. Suck up the tea through your 'straw', until the tea reaches your mouth, at which point, you stick the whole thing in your mouth and enjoy the melted chocolate gooey nom noms!