Crush the chocolate sandwich cookies into fine crumbs using a food processor or by placing them in a zip-lock bag and smashing with a rolling pin. Set aside a small handful of crumbs for later.

In a large mixing bowl, combine cream cheese and powdered sugar. Beat until smooth using a hand mixer.

In another bowl, whip the heavy cream until stiff peaks form. Gently fold the whipped cream into the cream cheese mixture until well combined.

Add crushed chocolate cookies, milk, and vanilla extract to the cream mixture. Stir until well blended.

In a serving dish or ramekins, layer some of the cookie mix, then some of the cream mixture. Repeat until reaching the top.

Cover your dish with plastic wrap and refrigerate until set, about 4 hours or overnight for best results.

Once set, serve chilled and sprinkle the reserved cookie crumbs on top as a garnish.