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Break the cookies into smaller pieces and place them in a coffee bean grinder or high-powered blender. Pulse the cookies until they are crushed into crumbs. Repeat as necessary.
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In a small pot over low heat, combine the condensed milk, milk, and butter. Continuously stir the mixture as the butter melts, about 3 to 5 minutes.
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Add vanilla extract and cinnamon. Mix well and simmer for 3 to 5 minutes.
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In a large bowl, combine the butter mixture and cookie crumbs. Stir well.
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Fold in the pureed pumpkin and mix until combined.