Whip the cream until it stiffens.
Add the vanilla and the sweetened condensed milk.
Try the cream and add some more condensed milk if it's not sweet enough for you. That part really is a matter of taste.
Crumble the cookies in a food processor.
In small dessert jars alternate layers of cream and cookie crumbles. Don't make the cookie layer too think because you want them to be moist after a few hours.
Finish with some sprinkles of cookie crumbles and refridgerate for 2-3 hours.