Fill one 1/2-gallon-size resealable plastic bag with 1 package cotton candy, 1 cup milk, and 2 teaspoons vanilla extract; seal bag.
Fill one 1-gallon-size resealable plastic bag with 3 cups ice and 3 tablespoons rock salt. Place the sealed bag with cotton candy mixture into the filled 1-gallon bag. Seal the 1-gallon bag; shake until a firm ice cream forms, about 20 minutes. Repeat with remaining ingredients and bags.