1In medium bowl, whip cream, sugar and vanilla with electric mixer until stiff. Set aside 1 cup of whipped cream. Place a daub of remaining whipped cream on each cookie, and stack in groups of 4 or 5. Chill in refrigerator 15 minutes.
2Remove short stacks from refrigerator and lay down on serving plate to make one long roll. Spread reserved whipped cream on outside of roll. Cover and chill 3 hours before serving. Cut diagonally in 3/4 inch slices.
Aluminum foil can be used to keep food moist, cook it evenly, and make clean-up easier.