In a large bowl, whisk together the sugar and egg yolks until light and pale.
In a small saucepan, warm the milk, heavy cream, and vanilla over medium heat. Slowly add the milk to the egg yolk mixture, whisking constantly to avoid curdling of the eggs. Pour the mixture back into the saucepan and place over medium-low heat. Cook, stirring constantly, until somewhat thickened, about 10 to 15 minutes. Remove from the heat, cover, and set aside to cool at room temperature. Once cool, place in the refrigerator for at least 1 hour to chill.
Pour the mixture into an ice cream machine and follow the manufacturer’s instructions to process, adding in the pepperkaker cookie dough as instructed. Once it has finished churning, transfer the ice cream to a freezer-friendly container and leave it in the freezer to set solid. Alternatively, if you do not have an ice cream machine, pour the mixture directly into a freezer-friendly container, and place in the freezer. After an hour, fold in the pepperkaker cookie dough and return to the freezer. Freeze, stirring the mixture with a fork occasionally to break up any ice crystals, for at least 3 to 4 hours or until hardened.
Let the ice cream sit out at room temperature for about 10 minutes before serving to soften slightly.
