Twice a European Cup winner with Forest, O'Neill was unimpressed by the Denmark fullback as the hosts won 1-0 thanks to former United winger Anthony Elanga's goal.
"They had Dorgu playing tonight," O'Neill, 73, told TNT Sports.
"I could have done what he did! He's wide left-hand side, he's got the ball and you're saying: 'Come on! Your job is to take players on. Get at them!'
"He's laid it inside three times in the first 10 minutes of the second half... to the opposition!
"Maybe it's no confidence, I don't know what it is. But these type of things are all over the field for Manchester United."
On United overall, O'Neill also said: "They have some really good players.
"Obviously, Bruno Fernandes is a top-quality player. But they haven't enough good players to be a threat in this league. And when I say a threat for Manchester United, I'm talking about getting into the top four."