Add heavy cream, vanilla extract, ½ cup granulated sugar and powdered sugar.
Beat on medium speed, pausing as needed to scrape down sides of bowl with spatula so all ingredients are well incorporated.
Gradually, stir in granulated sugar, increasing speed to high and stirring until the granulated sugar is dissolved (about 2 minutes).
With mixer on low speed, stir in sour cream until combined.
Fold in Oreos.
Pour ingredients into resealable container (or a bread pan and seal with clear-wrap) and freeze overnight or at least 4 hours.
Notes
If you'd like to dress up your waffle cones, you can melt ¼ cup chocolate chips and dip the rims of the ice cream cones in the melted chocolate then in finely crushed cookie crumbs.