To make the Cookie Frappe, they take 3/4 of a cookie and blend it with a vanilla Frappe base and ice. Then, they top it with whipped cream and the other quarter of the cookie. Sounds good right?
Technically, these would be pretty easy to make here in the States since fresh-baked cookies are already on the menu. All you'd have to do is get them to throw in a cookie before blending the frappe.
Starbucks is offering a similar product over in Japan, except with a larger straw to suck up the cookie pieces.