Beat cream cheese, confectioners sugar, milk and vanilla in large bowl until smooth. Divide mixture in half; place half in second bowl. Fold melted chocolate into one half of cream-cheese mixture. Fold 3/4 cup whipped topping into each bowl (total 1-1/2 cups topping).
Transfer mixtures to 2 large pastry bags; twist shut. Or transfer to 2 plastic bags and snip 1/2 inch from a corner of each bag. Layer mixtures into parfait glasses, sprinkling about 1 tablespoon crushed cookies between each layer. Chill 20 minutes, until slightly set. Garnish with chocolate straws or pretzels.