Place Creamy Wheels Cookies in gallon-sized zipper bag and crush with a rolling pin. Set aside.
Combine cream cheese, butter and vanilla extract in a medium bowl and blend until smooth. Add in powdered sugar and continue blending until smooth.
In a separate large bowl, add milk and both boxes of chocolate pudding mix. Whisk together until mixed well. Fold in whipped topping until well blended. Then fold the prepared cream cheese mixture into the pudding mixture.