In a countertop blender, process whole milk, condensed milk, cream cheese, sugar, vanilla, and salt until smooth, about 15 seconds. Add lime juice and immediately blend until thoroughly combined, about 10 seconds.
Add zest and 4 cookies (24g; see note), and pulse to incorporate zest and break cookies up into large crumbs, about 2 1-second pulses.
Using your hands, break up 3 cookies (18g) into large pieces and add to one boli bag. Slowly pour in key lime mixture until the bag is about half full (roughly 4 ounces; 115g), then gently squeeze the bottom of the bag to wet the cookies. Pinch the top of the bag close and tie it off with a knot (make sure to leave space between the mixture and the knot as the mixture will expand as it freezes). Repeat with remaining key lime pie mixture and cookies.
Freeze until solid, at least 4 hours. To serve, trim one corner from the bottom of the bag and enjoy immediately.