Measure the all-purpose flour into a large mixing bowl. Add the granulated sugar and active dry yeast; whisk these dry ingredients together until evenly combined.

In a separate bowl, combine warm milk with melted butter, egg, and salt. Whisk these wet ingredients together until well combined.

Gradually pour the wet mixture into the bowl of dry ingredients. Using a wooden spoon, combine until it starts to come together, forming a sticky dough.

Transfer to a floured surface and knead gently for about 5 to 7 minutes until smooth and elastic.

Place the kneaded dough in a lightly greased bowl, cover with a damp cloth, and let it rise in a warm place for about an hour, or until it doubles in size.

After the dough has risen, punch it down gently. Roll out on a floured surface to a rectangular shape, about ¼ inch thick.

In a medium bowl, mix crushed chocolate sandwich cookies, brown sugar, softened butter, and vanilla extract until well combined.

Spread filling evenly over the rolled-out dough, leaving a border around the edges.

Starting from one edge, roll the dough into a tight log, pinching to seal the edge.

Slice the rolled dough into equal portions, about 1 to 1.5 inches thick. Arrange these rolls in a greased baking dish, snugly together.

Allow them to rise for another 30 minutes.

Preheat the oven to 350°F (175°C).

Bake the cinnamon rolls for 20-25 minutes until golden brown.

While baking, combine powdered sugar, milk, and vanilla extract in a bowl until smooth for the icing.

Once baked, let the rolls cool slightly before drizzling the icing over the top.