Either by hand or in a food processor, roughly chop the sandwich cookies into chunks. Set aside.
Add coconut milk, sugar, and vanilla extract to a blender and pulse just enough to blend all ingredients.
Pour coconut milk mixture into your chilled ice cream maker bowl and churn according to manufacturer's instructions.
The last five minutes of churning, add the chopped sandwich cookies into the ice cream maker and continue churning for the remaining time.
Transfer finished ice cream into a freezer safe container and cover then freeze until you are ready to serve.