Preheat the oven to 350-degrees and line 2 half sheet pans with parchment paper or silicone mats.
To make the cookies, in a medium-sized bowl, whisk the flour, cornstarch, baking powder and salt until well combined.
In a stand mixer fitted with the paddle attachment, cream the butter and sugar, scraping down the sides of the bowl, as needed, until light and fluffy, for 3 to 5 minutes.
Add the egg, additional yolk and vanilla and mix, scraping down the sides of the bowl, as needed, until fully incorporated and fluffy.
Add the dry ingredients and mix until well combined and a thick, yet spreadable batter forms.
Transfer the mixture to a piping bag fitted with a large sized star tip. I use Ateco 827.
Pipe 2 ½-inch logs, spacing each cookie 1-inch apart.You will need to use significant force to pipe the batter.
Place the sheet pans in the refrigerator to chill for 20 minutes.
Bake until just beginning to brown around the edges, about 15 minutes.
Using a small offset spatula, carefully transfer the cookies to a cooling rack to cool completely.
Spread a generous layer of the jam onto the flat side of half of the cookies.
Top with another cookie to make a sandwich.
To make the glaze, in a small microwavable-safe bowl, melt the chocolate in 30 second intervals, stirring in between each, until melted.
Add the oil and cocoa powder and whisk until well combined.
Add the sugar and mix until smooth. The glaze should be the consistency of melted chocolate. If it feels too thin, you can add a bit more sugar.
Immediately dip the cookies into the glaze, covering about ⅓ of the cookie in the chocolate.
Place the cookies onto a parchment-lined sheet pan and add some sprinkles over the glaze.
Place into the refrigerator until the glaze has set, at least 30 minutes. Store in a wax paper-lined airtight container in the refrigerator for up to 5 days.