Add ice cream, milk, cookies, vodka, schnapps, and candies to a blender and blend for 20 to 30 seconds. 

Dip glass into hot fudge and cover fudge in crushed peppermint candies. Fill glass with blended milkshake. Top drink with tons of whipped cream, additional chocolate fudge, 2 peppermint candy sticks, and Oreo cookies.