In a large mixing bowl, combine warm milk and active dry yeast, allowing it to foam for about 5 minutes. Stir in granulated sugar, egg, egg yolk, melted unsalted butter, and vanilla extract until well mixed. Gradually add all-purpose flour and salt, then knead the dough with blue gel food coloring until blended. Cover and let rise for 1 to 1.5 hours.

Prepare the filling by mixing softened butter, brown sugar, and ground cinnamon in a medium bowl. Stir in crushed chocolate sandwich cookies and mini chocolate chips until evenly combined.

Once the dough has risen, punch it down and roll it out into a 14x9-inch rectangle. Spread filling mixture evenly across the dough, then tightly roll it into a log and slice into 12 pieces.

Place the sliced rolls in a greased baking pan, cover with a towel, and let rise for 30-45 minutes. Preheat oven to 350°F. Bake for 20-25 minutes until golden brown.

Prepare the cream cheese icing by beating softened cream cheese and softened butter until smooth. Gradually mix in powdered sugar, vanilla extract, and enough milk for desired consistency.

Once baked, let rolls cool for about 10 minutes. Drizzle with icing and sprinkle with optional toppings before serving.