The cakey layers give an icebox cake its structure and, well, cakey-ness. This element can take many forms, such as cookies, digestive biscuits or ladyfingers.
Cookies should be thin and crispy, and are best layered with whipped cream. (Thicker cookies, such as biscotti and some shortbread, remain a bit too toothsome even after the requisite rest in the fridge.) Digestive biscuits and ladyfingers (either the soft or crispy variety) work well with both whipped cream and pudding. If you’re feeling frisky, layer your cake with chocolate biscuits or cinnamon ones, peanut butter cookies or even ginger snaps.