Line 8-inch square pan with foil, extending foil over sides of pan. Butter foil.
In large saucepan, combine sugar, margarine and milk. Bring to a boil over medium heat, stirring constantly. Continue boiling 3 minutes over medium heat, stirring constantly. Remove from heat.
Add marshmallow creme, candy coating and vanilla; blend until smooth. Pour half of mixture into buttered foil-lined pan. Sprinkle cookie pieces over entire surface. Top with remaining mixture. Cool 30 minutes or until completely cooled. Refrigerate 1 to 2 hours or until firm.
Remove fudge from pan by lifting foil. Cut fudge into squares. Store in refrigerator.