Mix the milk and cream in a 9 by 13-inch glass baking pan and put it in the freezer for 2 to 3 hours. Every 30 minutes, scrape the ice that forms with a fork to create a soft, icy mixture. The icy mixture can be made 1 day ahead, stored in the freezer covered with plastic wrap.
In a blender, combine the icy milk-and-cream mixture with the espresso and simple syrup. Blend until smooth. Spoon into decorative serving glasses and top with the crumbled cookies.
In a saucepan, combine water and sugar over medium heat. Bring to a boil, reduce heat and simmer for 5 minutes, stirring occasionally, until the sugar has dissolved. Take pan off heat and cool the syrup. Any extra cooled syrup can be stored in an airtight container in the refrigerator for up 1 month.