Special equipment: a pastry bag or cookie press fitted with a star tip
Preheat the oven to 375 degrees F.
In a mixer on medium speed, cream together the butter, sugar and salt until very fluffy, about 4 minutes. Add the vanilla and eggs and continue to beat very well for an additional 4 minutes, scraping down the sides at least once. Turn the mixer on low speed and add the flour and baking powder, and mix until just combined.
Put the dough into a pastry bag or cookie press fitted with a star tip. On an ungreased cookie sheet, pipe cookies in 2-inch lines, spaced at least 1 inch apart. Place in the freezer for 5 minutes (this will help them retain their shape when baking).
Bake until golden brown, 15 minutes. Let cool on the cookie sheets 3 minutes, then transfer to wire racks to cool completely. Spread a little more than half a teaspoon of jam on half of the cookies, then top with the remaining cookies to make sandwiches. Place in the freezer for another 5 minutes to help set while you prepare the chocolate.
Toss together the chocolate and the oil and place in a microwave-safe mug. Microwave in 30-second increments, stirring occasionally, until completely melted. Put the rainbow sprinkles onto a plate.
Working quickly, dip the cookies halfway into the chocolate, then roll in the sprinkles. Place finished cookies on a tray lined with either wax or parchment paper to set completely. Cookies will keep in an airtight container for about 1 week.