Activate the yeast in a large mixing bowl by stirring together the warm milk, active dry yeast, and granulated sugar. Let it sit until the surface looks foamy.

Whisk in the egg, egg yolk, melted butter, vanilla extract, and a few drops of blue gel food coloring until the mixture is evenly tinted.

Add the flour and salt, then mix until you have a shaggy, thick dough with no big dry pockets of flour.

Knead the dough until smooth and elastic, aiming for a soft dough that holds together.

Cover the bowl and let the dough rise until puffy and doubled in size.

In a separate bowl, mix the softened butter, brown sugar, and cinnamon until it becomes a spreadable paste. Stir in the crushed chocolate sandwich cookies and mini chocolate chips.

Roll the dough into a rectangle, spread the filling evenly on top, then roll the dough into a log and slice into individual rolls.

Arrange the rolls in a baking dish and let them rise again until plump.

Bake the rolls until lightly golden and cooked through.

Beat the softened cream cheese and butter until smooth, mix in powdered sugar and vanilla, then fold in crushed chocolate cookies.

Spread frosting over warm rolls and top with additional mini chocolate chips if desired.