Place cookies inside of a large zip bag, and using a rolling pin on a flat surface, roll and crush cookies. Alternatively, place cookies in a food processor and pulse until you achieve sand-like texture.
In a small plastic cup, place a tablespoon of crushed cookies. Top with 1/3 cup yogurt, followed by 2 tablespoons crushed cookies, additional yogurt, and crushed cookies on top. Repeat process to fill all 4 cups.