In a small microwave-safe bowl, melt the cream cheese for 15 seconds. Cream together with sugar and vanilla.

Mix the heavy cream, protein shake, and cream cheese mixture in a pint container until well combined.

Freeze the container on a flat surface for 24 hours or until frozen solid.

Meanwhile, in a small bowl, melt half of the blue candy melts in the microwave at 15-second intervals, stirring until smooth.

Stir in half of the finely ground cookie crumbs and spread the melted mixture on a sheet of parchment paper to set.

Remove the pint from the freezer, run under hot water for 30 seconds, and take off the lid.

Place the container into the outer bowl of the Ninja Creami, then lock the outer bowl lid into place.

Secure the outer bowl into the Ninja Creami machine. Press the Lite Ice Cream button and allow the cycle to complete.

If the ice cream appears powdery, add it back to the machine and press the re-spin button.

While the ice cream is mixing, break up the blue chocolate into smaller pieces.

Make a small hole in the center of the ice cream and add the chocolate pieces. Mix again using the “mix-in” button.

Melt the remaining blue candy melts in a small bowl at 15-second intervals, stirring until smooth.

Stir in the remaining finely ground cookie crumbs and spread this chocolate coating directly over the prepared vanilla soft serve in the pint.

Sprinkle the chopped Oreo cookie crumbs on top and place in the freezer to set for at least 10 minutes.

When ready to serve, crack the chocolate coating to get to the ice cream and enjoy!