Warm the heavy whipping cream, milk, sugar, and salt in a heavy-bottomed pot over medium heat just until it starts to bubble.
While the cream mixture is heating, whisk together egg yolks in a large mixing bowl. Once the cream starts to bubble, slowly stream in about 1 cup of the milk while whisking constantly. Pour the egg yolk mixture into the pot with the cream.
Heat the mixture over medium heat, stirring constantly, until the mixture thickens and coats the back of a spoon.
Pour the custard through a fine mesh strainer and into a large bowl. Stir in vanilla. Cover and refrigerate until thoroughly chilled.
Churn in ice cream maker according to manufacturer's instructions.
Once frozen, quickly stir in the cookies. Dollop frosting on top and do just a few swirls with a rubber spatula. You don't want it to blend completely with the ice cream. You want swirls of frosting.
Spoon about 1/3 of the ice cream into a freezer-safe container. Sprinkle half of the sprinkles in. Spoon another 1/3 of the ice cream and then the rest of the sprinkles. Top with remaining ice cream and place in freezer.