In a mixing bowl, combine yogurt, heavy cream, sugar, and vanilla extract. Mix until well combined.

Chill the mixture in the refrigerator for at least 2 hours.

Pour the chilled mixture into an ice cream maker and churn according to the manufacturer's instructions.

During the last few minutes of churning, add the crushed cookies.

Transfer the frozen yogurt to a container and freeze for at least 2 hours before serving.