Osho has spoken on the Upanishads in different books.
Here is the list:

1. Behind a Thousand Names on Nirvana Upanishad

2. Finger Pointing to the Moon on Adhyatma Upanishad

3. Heartbeat of the Absolute on Ishavasya Upanishad

4. I Am That on Isa Upanishad

5. The Message Beyond Words, a Dialogue with the God of Death
on Katha Upanishad

6. Philosophia Ultima on Mandukya Upanishad

7. The Supreme Doctrine on Kena Upanishads

8. That Art Thou on Sarvasar, Kaivalya, Adhyatma Upanishads

9. The Ultimate Alchemy on Atma-Pooja Upanishad

10. Vedanta: seven steps to Samadhi on Akshaya Upanishad

11. Flight of the Alone to the Alone on Kaivalya upanishad

12. The Way beyond any way on Sarvasar Upanishad