Heat oven to 350°F (325°F for dark pan). Spray 13x9-inch pan with cooking spray. Make brownie mix as directed on box using oil, water and eggs. Spread batter evenly in pan. Bake 25 minutes.
Meanwhile, in 2-quart saucepan, heat butter, milk, granulated sugar, brown sugar, pecans and vanilla to boiling over medium heat, stirring constantly. Reduce heat to medium-low; simmer 3 minutes, stirring occasionally. Remove from heat; set aside until brownies are baked.
Immediately pour praline mixture evenly over partially baked brownies. Cut cookie dough crosswise into 4 equal pieces; cut each piece into 4 slices. Carefully place slices in 3 rows of 5 slices each, using last slice to fill in spaces. (Spaces between cookie dough pieces will spread during baking to cover top.)
Bake 23 to 28 minutes longer or until cookie topping is deep golden brown. If serving as bars, cool 2 hours; cut into 6 rows by 4 rows. If serving with ice cream as dessert, cool 20 to 30 minutes; cut into 4 rows by 3 rows.