Preheat oven to 350°F. Line baking sheet with parchment paper. Set aside.
In the bowl of a stand mixer fitted with the paddle attachment, blend butter and powdered sugar until light and fluffy (about 2 minutes)
Add vanilla. Mix until blended.
Add egg. Mix until blended.
Add flour and salt, mix until just blended.
Scoop dough into quart sized zip-top bag. Snip 1/2" from one bottom corner for piping.
Pipe dough in 2" lines onto parchment paper about 2" apart (they don't spread much). I can usually get all the dough onto 2 large baking sheets. It should make about 50-60 individual cookies.
Once piped, wet your finger and gently press the tops of the dough down until the shape more closely resembles a classic Milano cookie. This step keeps the cookies thin and crispy. Rewet finger as needed.
Bake cookies for 13-15 minutes, rotating trays half way through to ensure an even bake.
While cookies are baking, place chocolate chips and oil into a microwave safe dish. Heat at 30 second intervals until fully melted, stirring after each interval.
Remove cookies from oven and place on cooling rack. Once cooled, use a spoon to spread about 2 tsp of chocolate onto the flat side of a cookie, top it with another cookie and set aside to let the chocolate set.
Repeat until you've used all the cookies. It should yield between 24-30 sandwiched cookies.