Drizzle mocha sauce around the inside of a 16-ounce glass.
Add 1 tablespoon vanilla syrup, followed by 10 ounces unsweetened black cold brew.
Add ice, leaving room for the cold foam.
In a separate container, combine the vanilla syrup, mascarpone, 2% milk, and heavy cream.
Froth with a handheld milk frother until thick, smooth, and creamy.
Pour the mascarpone cold foam over the cold brew.
Finish with a sprinkle of crushed chocolate cookies and enjoy!