Unwrap cookie dough; cut into 16 slices with sharp knife. Bake and cool as directed on wrapper.
On each of 8 cookies, top sides down, place ice cream. Top ice cream with remaining cookies, top sides up; press together slightly.
In shallow bowl, place sprinkles. Gently press side of ice cream sandwiches in sprinkles; wrap individually in plastic wrap or cooking parchment paper. Freeze until ready to serve.