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In a mixing bowl, stir together the condensed milk and vanilla. Set aside.
In another mixing bowl, beat the whipping cream with an electric mixer until stiff peaks form.
Begin folding the condensed milk mixture into the whipped cream taking care not to deflate the mixture.
Spread half of the gelato into a loaf pan or any freezer proof pan or bowl. Dollop 1/2 of the Nutella and swirl it into the gelato using a fork. Crumble half the cookies over the top. Repeat with the remaining ingredients.
Cover the loaf pan with plastic wrap and freeze for at least 4 hours or overnight.
Decorate with additional Nutella biscuits as desired.