Process the cookies into powder, empty them into the large mixing bowl, and microwave the butter in a separate microwave-safe bowl until melted. The cookie powder should feel fine and even, with no coarse chunks that could weaken the shaped cones.

Add the cocoa and sugar to the cookie powder, then pour in the butter once it has cooled slightly. The butter should remain liquid but no longer feel hot, helping the mixture stay workable rather than greasy.

Pour in the milk, combine everything with a spoon, and knead by hand until the dough comes together evenly. The warmth of your palms helps produce a smooth, pliable mixture with no dry pockets or crumbly edges.

Divide the dough into eight portions, mold each into a small pyramid on the tray, and insert cereal pieces in concentric rings from the narrow top down to the wide bottom. Press each piece slightly outward so the overlapping scales give the cone depth while its pointed center stays upright.

Refrigerate the decorated cones for at least 30 minutes, then dust them with powdered sugar just before serving. The centers should feel firm enough to lift gently, and the sugar should form a light snowy coating rather than hide the scales.