Chop 1 1/2 peaches into bite size pieces. I did not peel mine, but you can.
Combine with next 4 ingredients in a small sauce pan on medium high heat for approximately 5 minutes or until the peaches begin to soften. Add cornstarch and allow to cook for another minute or so until slightly thickened. Remove from heat. Add lemon juice. Set aside to cool completely.
Blend remaining peaches with can of sweetened condensed milk until smooth. Whip heavy cream until soft peaks form. Fold into peaches and condensed milk until combined.
Swirl in the peach filling mixture that has cooled. Crush 6 of the cookies into pieces (not totally into crumbs) and stir into ice cream mixture. Pour into a freezer safe container. I used a stainless loaf pan and that worked well. Top with pieces of remaining 2 cookies. Cover and freeze for at least 3 hours or overnight.