In a mixing bowl, whip heavy cream until soft peaks form. Gradually add powdered sugar and vanilla extract while continuing to whip until you achieve stiff peaks. Gently fold in blueberry jam until fully combined.

Break chocolate wafer cookies in half diagonally to create wing shapes.

Spread or pipe blueberry crème on a whole cookie. Position one cookie half on each side for wings, pressing gently. Use melted chocolate if necessary to secure wings.

Refrigerate assembled bats for about 15 minutes before serving to maintain shape.