While the oven preheats to 350°, melt the oil, butter, and chocolate together in the microwave on high heat for 2 1/2-3 minutes, stirring at 1-minute intervals (or melt the mixture in a double boiler). Let cool for 5-7 minutes.

In another bowl, whisk together eggs, brown sugar, and vanilla until well combined. Fold the melted chocolate mixture into the egg mixture.

Whisk together the remaining dry ingredients in a separate bowl. Combine the flour mixture with the chocolate mixture until just combined (Don’t over-mix).

Place batter into a shallow dish (like a pie-plate) and freeze for 6-8 minutes.

Prepare 2 cookie sheets with Silpats or parchment paper (or spray with nonstick spray). Using a 1 tablespoon measure, scoop mixture on the cookie sheets. Press them down slightly with your fingers to an even thickness (about 1/4-1/2 inch high). Bake for 8-10 minutes until the tops look dry and cracked (the insides will still be quite moist). Cool completely.

Place the mascarpone and vanilla extract in the bowl of a mixer. Using the whisk attachment, whisk until softened, about 2 minutes. Add the powdered sugar and mix well. Start adding the cream, one tablespoon at a time until you have the consistency you want (the filling will stiffen up a bit when chilled).

Pipe or spoon the filling on one cookie, top with another and press down slightly. Store in an airtight container in the refrigerator. Let them come to room temperature before serving.