In a mixing bowl, combine warm milk and active dry yeast. Allow it to sit for about 5-10 minutes until frothy.

Stir in granulated sugar, egg, melted butter, and vanilla extract. Gradually add the all-purpose flour mixed with salt until a soft dough forms.

Knead the dough on a floured surface for 8-10 minutes until smooth and elastic, adding blue gel food coloring until uniform.

Place the dough in a greased bowl, cover, and let it rise until doubled in size, about 1 to 1½ hours.

Prepare the filling by mixing softened butter, brown sugar, ground cinnamon, crushed chocolate sandwich cookies, and mini chocolate chips.

Punch down the dough, roll it out into an 18x12 inch rectangle, spread the filling, and roll it up tightly. Slice into 12 equal pieces.

Arrange sliced rolls in a greased baking dish, cover, and let them rise for another 30-45 minutes.

Preheat oven to 350°F and bake rolls for 20-25 minutes until golden brown.

Beat cream cheese and unsalted butter in a bowl. Gradually mix in powdered sugar, vanilla extract, and milk until smooth.

Drizzle icing over rolls and sprinkle with crushed chocolate cookies and mini chocolate chips.