In the bowl of a stand mixer, fitted with the whisk attachment, beat egg yolks, sugar, and salt on high speed until yolks lighten in color and thicken into a ribbon as you lift the whisk out of the bowl, about 3 minutes.
In a large bowl, whisk together egg yolk mixture, heavy cream and milk. Set over a double boiler, and cook until mixture is thick enough to coat the back of a wooden spoon.
Immediately pour the custard mixture through a fine mesh sieve over a bowl or large glass measuring cup. Whisk in the cake mix and vanilla until smooth. Cover and chill the mixture thoroughly in the refrigerator.
While custard mixture is chilling, prepare the Oreo truffles by pulsing 18 Oreos in a food processor until broken into fine crumbs. Add cream cheese and continue pulsing until well blended. Refrigerate mixture for 20 minutes.
Line a baking sheet or plate with wax paper. Roll the truffle mixture into small balls (see picture above) and place on wax paper. Refrigerate until ready to mix into ice cream. Coarsely chop the remaining Oreos (or less) and set aside.
Once the custard mixture is chilled, freeze in an ice cream maker, following the manufacturer's instructions. Gently fold in the sprinkles and most of the Oreo truffles and chopped Oreos by hand with a rubber spatula. Transfer to a freezer-safe container and top with the reserved truffles and cookies as well as more sprinkles. Cover and freeze for at least 2 hours, and up to 3 weeks. Scoop and enjoy!