Cut 1 roll cookies in 1/4 inch slices. (Easier when slightly frozen.) Lay slices close together in greased 13 x 9 inch baking pan.
Mix cream cheese, vanilla, eggs and sugar until creamy. Spread on top of cookies. Cut the other roll of cookies 1/4 inch thick and lay on top of the cream cheese mixture. Bake 25-35 minutes at 350 degrees. Cut into bars when cool.