Add the pudding mix to a large bowl.
Slowly whisk the milk into the bowl of pudding mix until completely mixed. Then, add the pure vanilla extract, sweetened condensed milk, and heavy cream to the pudding. Mix well.
Mix with a blender until the pudding mixture becomes a whipped cream consistency. (I use my kitchen aid blender and the whisk attachment on the 4 speed. I mix for about 4 minutes to get the whipped cream consistency.)
Layer the ingredients in eight ounce glasses or whatever glasses of your choice.
Start the layer by adding a few cookies.
Then put about 3 tablespoons of pudding then, add another layer of cookies.
Do this until you have filled the glass.
Try to make your top layer a layer of pudding.
Store in refrigerator until ready to serve. I let my parfaits sit for a couple of hours just long enough to let the cookie soften just a bit, so they are still crunchy to some degree.
Garnish the top of each dessert with crumbled vanilla wafer cookies and the caramel sauce before serving.