For Candied Pecans: Toast nuts on parchment paper-lined half sheet pan (or use silicone baking mat) in 350ºF standard oven 15 to 20 min. or until fragrant but not dark.
Combine sugars, water, salt and vanilla in medium saucepan. Cook on medium heat until sugar is dissolved, stirring frequently. Stir in nuts. Cook 2 min. or until well coated. Pour onto prepared pan and separate as much as possible. Cool completely at room temperature. Break apart if necessary. Store in airtight container until ready to use.
For Milkshake: Blend ice cream, milk and syrup in blender until smooth. Add 1-1/2 oz. cookie pieces and 1 oz. Candied Pecans. Blend just until combined. Pour mixture into tall serving glass.
Garnish with whipped cream, remaining 1/2 oz. cookie pieces and remaining 1/4 oz. Candied Pecans.