In large bowl, whisk chocolate pudding mix and 1 cup milk vigorously until all mix is dissolved, about 1 minute. In another bowl, whisk vanilla pudding mix with remaining 1 cup milk until all mix is dissolved, about 1 minute. Let both sit until thickened, about 5 minutes.
Fit one decorating bag with decorating tip 1M and fill with vanilla pudding. Fit a second decorating bag with decorating tip 1M and chocolate pudding. Pipe alternating layers of vanilla and chocolate pudding, in between cookies, finishing with a 1M swirl on top cookie. Sprinkle with chocolate jimmies.