In a medium saucepan, combine the milk, heavy cream, sugar, salt, and vanilla extract. Heat over low heat, stirring occasionally, until the sugar is dissolved and the mixture is warm, but do not boil.
Meanwhile, in a separate bowl, whisk the egg yolks. Slowly pour a ladleful of the warm milk mixture into the egg yolks, whisking constantly to temper them. This prevents the eggs from scrambling.
Pour the egg yolk mixture back into the saucepan. Cook over low heat, stirring constantly, until the custard thickens enough to coat the back of a spoon. This should take about 5-7 minutes.
Strain the custard through a fine-mesh sieve into a clean bowl. Let it cool to room temperature before refrigerating for at least 4 hours, or preferably overnight.
Pour the chilled custard into an ice cream maker and churn according to the manufacturer's instructions.
When the ice cream is almost finished churning, add the coarsely broken oatmeal cookies and chopped dark chocolate. Mix until evenly distributed.
Transfer the ice cream to an airtight container and freeze for at least 2 hours to allow it to firm up properly.
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