In the bowl of a stand mixer, stir the cream cheese until smooth. Whisk in the yogurt.
Add the egg nog, milk and pudding mix. Stir slowly, then whisk until smooth. Place in the fridge for 10 minutes.
In the bowl of a stand mixer fitted with the whisk attachment (or a bowl with an electric hand mixer), add the heavy whipping cream, powdered sugar and vanilla. Whip until stiff peaks form; set aside.
Spoon half of the pudding mixture into the bottom of a trifle bowl.
Place gingersnaps (or gingerbread cookies) around the outside of the bowl.
Spoon half of the whipped topping over the pudding and crush several cookies over the whipped topping.
Next, add the remainder of the pudding mixture to the trifle bowl and add more crushed cookies.
Spread the remaining whipped topping into the trifle bowl and top and garnish with crushed cookies.
Let chill for 2 hours before serving.