For each serving: Blend 2 Tbsp. milk, 1-1/2 Tbsp. syrup, 7/8 cup ice cream and 2-1/2 Tbsp. OREO Pieces in blender until smooth.
Pour into tall chilled glass; top with 1 Tbsp. each whipped cream and peppermint candies, and 1 tsp. of the remaining OREO Pieces. Garnish with 1 cookie.