Prep: Place cookies in a food processor or blender; process until crumbs form. Set aside.
Combine: In large mixing bowl, combine pudding mix, milk and whipping cream. Using an electric mixer on medium speed, beat for 1 minute. Let stand until set (about 5 minutes).
Create: Divide pudding among ice cream cups. Place 2 gummy worms into each cup. Sprinkle with cookie crumbs.