Prepare the strawberries: Preheat the oven to 325°F/ (160°C).
Hull and quarter the strawberries. Place them on a rimmed baking sheet, drizzle with the balsamic vinegar, and sprinkle with a pinch of salt. Toss gently to coat. Roast for 30 minutes, or until the strawberries are jammy and the juices have reduced to a syrup. Let cool completely before using.
Make the pudding: In the bowl of a stand mixer, or using a hand mixer, beat the condensed milk and coconut milk on low speed until blended. Increase the speed to medium and mix until well combined, about 1 minute.
Add the instant pudding mix and beat until smooth and no lumps remain, about 2 minutes. Cover with plastic wrap and refrigerate until firm, at least 1 hour or overnight.
Using a stand mixer or hand mixer, whip the heavy cream on medium speed for about 1 minute, until it begins to thicken. Increase the speed to medium-high and whip until stiff peaks form. Be careful not to overwhip.
With the mixer running on low speed, add the vanilla, then the pudding mixture one spoonful at a time. Mix until well blended and no streaks of pudding remain. Add the roasted strawberries and mix until evenly incorporated.
Using a spatula, gently fold in the cookie crumbs. Add as many cookies as you'd like, a little at a time, until you reach your desired consistency and cookie-to-pudding ratio.
Cover tightly with plastic wrap and refrigerate for 4 to 6 hours. The cookies should be tender when pierced with a knife. To serve, divide the pudding among small cups or serve it in a large bowl.