Line 8-inch square pan with foil, with ends of foil extending over sides. Microwave chocolate and milk in large microwaveable bowl on MEDIUM 2 to 3 min. or until chocolate is almost melted, stirring after each minute. Stir until completely melted.
Add vanilla; mix well. Stir in chopped cookies; spread onto bottom of prepared pan.
Refrigerate 2 hours or until firm. Use foil handles to lift fudge from pan before cutting into 1-inch squares.