Gently whisk warm water and yeast together in a measuring cup. Set aside for 5-10 minutes to allow the yeast to bloom. (Optional: stir in 1 teaspoon sugar to give the yeast a good start.)
In a stand mixer attached with the dough hook attachment, add flour, cocoa powder, salt and espresso powder. Mix on low speed until combined.
With the mixer on low, slowly add the yeast mixture to the flour mixture. Add the vanilla. Add the chocolate extract (optional). Continue to mix on low speed for 8 minutes.
Transfer the dough to a lightly floured surface. Knead the dough, adding flour as needed, for an additional 1 minute. Shape the dough into a smooth ball and place the dough in a lightly oiled bowl. Cover with a clean, dry dish towel and place the bowl in a warm, undisturbed area of your kitchen. Allow the dough to rise until it is doubled in size, about 1-2 hours.
Punch down dough and transfer to a lightly floured surface. Shape dough into a log. Using a pastry scraper or floured knife, cut the log into 8 even pieces.
Gently roll each piece into a ball. Place your thumb in the center of each ball and push down to create a hole. Gently tug on the dough to create a slightly larger whole. Cover the dough with a clean, dry kitchen towel and allow the dough to rest for 15 minutes.
While the dough is resting, heat 8 cups of water to a gentle boil and preheat the oven to 400°F. Line a baking sheet with parchment paper.
Boil the bagels for 40 seconds on each side. Remove bagels from the water with a slotted spoon and transfer onto your prepared baking sheet. Sprinkle each bagel with a generous pinch of coarse sugar. Bake for 25-30 minutes, or until the tops of the bagels are golden brown.
To make the whipped cream cheese: add the softened cream cheese and powdered sugar to a stand mixer fitted with the paddle attachment. Beat until smooth and creamy. Add the vanilla bean paste and mix until combined. Fold in the crushed chocolate sandwich cookies.
To serve, cut the bagels in half and lightly toast in a toaster (optional). Spread a thick layer of the whipped cream cheese on each half.
Store the cooled bagels in an airtight container or bag for up to 5 days. Or, freeze the bagels for up to 3 months.