Combine cream, milk, sugar and vanilla in a saucepan and heat until the sugar is completely dissolved.
Pour into a bowl and cover with plastic wrap. Chill in the refrigerator or in an ice bath until completely cool.
Place the chocolate sandwich cookies into a gallon size plastic bag. Using a rolling pin or a rubber mallet, break up the cookies being sure to leave some larger pieces. Store the cookies in the freezer.
Freeze in an ice cream maker according to the manufacturer’s instructions. When the ice cream is nearly finished freezing, pour the frozen cookie pieces into the machine, and allow to mix thoroughly. (You will still have to stir it up a bit after the machine is done.)
Store in an air tight container and freeze for an additional 2 hours.
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