In a food processor, combine the sugar eggs and cocoa powder. Meanwhile, bring the milk to a simmer in a medium sized saucepan.
Remove the milk from the heat and with the food processor running, slowly add the hot milk to the cocoa mixture. It's important to add it slowly so the eggs don't scramble.
Pour the mixture back into the saucepan and place over medium-low heat. Stir constantly and do not allow to boil (the eggs can still scramble) until the mixture has thickened and can coat the back of a spoon.
Place a fine mesh sieve over a large bowl and pour mixture through the sieve. Refrigerate for an hour or longer then stir in the heavy cream and vanilla. Allow to cool completely, preferably overnight, then freeze according to the manufacturers instructions on your machine. When there are 5 minutes remaining on the freezing time, slowly add in the Oreos, sprinkles, chocolate chips and brownie pieces. Eat right away or place into a freezer safe container and freeze.