In a measuring cup, add heavy cream.
In a large bowl, stir to break the egg yolks. Add cocoa powder and whisk together. When the mixture is too dry, pour in about 1/8 cup of the heavy cream in the measuring cup. Whisk until smooth.
In a medium saucepan, combine the rest of the heavy cream, milk and sugar. Cook over medium heat. Bring mixture just to a simmer, about 5 minutes, stirring often until sugar has dissolved. Remove from heat.
While whisking the egg yolk mixture, slowly pour in 1/3 of hot cream. Then whisk the yolk mixture back into the pot with the cream. Return the pot over medium heat and cook until the mixture is thick enough to coat the back of a wooden spoon (about 170˚F on an instant thermometer), about 3 minutes, stirring constantly. Remove from heat. Add vanilla extract and salt. Give a quick stir.
Strain the custard through a fine mesh sieve into a medium bowl. Cool mixture to room temperature. Transfer to an airtight container and chill in the fridge for at least 4 hours or overnight.
Right before churning the ice cream, place the cookies in a large Ziploc bag. Crush the cookies with a rolling pin. I like some bigger pieces and some finer crumbs. Set aside.
Pour the custard into an ice-cream maker by following the ice-cream maker instruction. For the cookies, add them into the ice cream when the ice cream is ready. You can do that using the machine or stir them in with a wooden spatula by hand. Transfer the ice cream to a container. Cover and freeze for at least 4 hours before serving.