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1
Combine sweetened condensed milk and cream cheese in a bowl; beat with an electric mixer until smooth. Mix in lemon zest, lemon juice, and vanilla extract.
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2
Beat heavy cream in a large bowl with an electric mixer until stiff peaks form. Fold in cream cheese mixture gently, 1/3 at a time, using a rubber spatula.
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3
Spritz a metal loaf pan with water. Drape in a piece of parchment paper; press paper against the wet sides of the pan to adhere. Pour in 1/4 of the cheesecake ice cream mixture. Spread 1/3 of the blueberry pie filling on top. Repeat layers twice more, ending with a final layer of ice cream mixture. Cover with plastic wrap.
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4
Freeze ice cream mixture and molasses cookies until firm, 8 hours to overnight.
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5
Place a small baking sheet in the freezer. Remove molasses cookies from their packages. Set out sandwich bags.
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6
Remove ice cream from the freezer. Place 1 cookie flat-side down on a plate. Fill a 2-inch ice cream scoop with ice cream; scrape against the pan's edge to flatten the top. Drop scoop onto the cookie and top with another cookie. Flatten gently with your palm, slip into a sandwich bag, fold the edge and crease to seal, and place on the baking sheet in the freezer. Repeat with remaining cookies and ice cream.
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7
Freeze ice cream sandwich cookies until firm, 5 hours to overnight.
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8
Peel the bag down as you eat, keeping the bag underneath to catch drips.
