Preheat the oven to 400 degrees.
Place foil over a baking sheet and put a cookie cooling rack on the backing sheet.
Crush the cookies, put in a shallow dish and set aside.
Whisk together the eggs, milk, butter, and vanilla.
Soak each slice of bread for about 30 seconds.
Press into crushed cookies.
Place on baking sheet.
Bake for 15-20 minutes, turning halfway through.