Add heavy cream to a bowl and whip at medium speed until it begins to thicken. Increase speed to high and continue whipping until peaks stand up straight. Place in the fridge while making the milkshake.

Pour sanding sugar into a shallow bowl. Brush the rim of the glass with maple syrup or dip it in the syrup. Immediately dip the rim into sanding sugar, tap off excess sugar, and place in the freezer for a few minutes.

Add vanilla ice cream, milk, black cocoa powder, maple syrup, and vanilla extract to a blender. Blend until fully combined and smooth. Adjust thickness by adding more milk if necessary. Taste and add more black cocoa if desired.

Top with whipped cream and add sprinkles if desired.