Heat 800 ml of milk in a saucepan. Mix sugar and pudding powder with 200 ml milk and stir into the hot milk. Cook a thick pudding. Divide the hot pudding in half. Melt the white chocolate in one half and the milk chocolate in the other. Leave to cool.
Mix butter with powdered sugar until smooth. Mix one half of the butter into the light and dark pudding mixture.
Add milk and cream to a bowl. Beat with a hand mixer until fluffy.
Dip cookies in milk and double line the bottom of a baking pan (21 x 21 cm) lined with parchment paper. Spread the dark cream over the cookies. Spread the whipped cream on top and cover with cookies again. Then spread the light cream on top and smooth. Decorate with chocolate sprinkles and let it set in the refrigerator. Enjoy your meal!