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