1. Place the cookies in a blender and crush them. In the bowl of a mixer, add the milk and the cornstarch pudding mix.
2. Beat until fluffy, then add the cream cheese and the heavy cream. Beat until the heavy cream is whipped and you have a light, fluffy cream.
3. Place a layer of cookies at the bottom of a glass dish and spread cream over them, repeating this process until all ingredients are used. Finish with cookies on top. Refrigerate until chilled and the cream has set well.