Place the vanilla sandwich cookies in a large zip-top bag. Crush them with a rolling pin until you have a combination of fine crumbs and small cookie pieces. Set aside.
Add the instant vanilla pudding mix and cold milk to a large bowl. Whisk for about two minutes, then allow the mixture to rest for five minutes to thicken.
In a separate bowl, beat the softened cream cheese, powdered sugar, and vanilla extract with a hand mixer until smooth and creamy.
Add the thickened vanilla pudding to the cream cheese mixture. Mix on low speed just until combined.
Fold about three-quarters of the thawed whipped topping into the pudding mixture. Reserve the remaining whipped topping for decorating.
Spoon about ⅓ cup of the vanilla filling into each of six clear 9-ounce dessert cups.
Sprinkle approximately two tablespoons of crushed cookies over each pudding layer.
Add another layer of pudding, another layer of crushed cookies, and a final layer of pudding. Divide the ingredients evenly between all six cups.
Cover the cups and refrigerate for at least one hour.
Shortly before serving, top each dessert with the reserved whipped topping.
Sprinkle each cup with red and green Christmas sprinkles.
Unwrap the Christmas tree cakes and gently press one upright into the center of each dessert cup.
Add additional sprinkles around the base of each tree if desired.
Serve immediately or keep refrigerated until serving.