In a small bowl, combine warm milk with the yeast. Let sit for about 5 minutes, or until foamy.

In a large mixing bowl, stir together the activated yeast mixture, sugar, egg, egg yolk, melted butter, and vanilla extract. Gradually add flour and salt, mixing until dough comes together. Knead for about 5-7 minutes until soft and slightly sticky.

Incorporate blue gel food coloring into the dough while kneading until evenly distributed.

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

Mix softened butter, brown sugar, ground cinnamon, crushed chocolate sandwich cookies, and mini chocolate chips in a medium bowl until smooth.

Roll the dough into a 14x9 inches rectangle, spread filling, roll tightly, and slice into 12 rolls.

Grease a baking dish, place rolls inside, cover with a towel, and let rise for another 30-45 minutes.

Preheat oven to 350°F (175°C) and bake the rolls for about 20-25 minutes until golden brown.

Beat cream cheese and butter in a mixing bowl, gradually adding powdered sugar, vanilla extract, and milk to achieve consistency.

Remove the rolls, let cool slightly, drizzle with icing, and top with extra cookie crumbles and chocolate chips.