Over a double boiler, melt the chocolate chips with the oil or shortening. Remove from heat once melted and smooth.
Paint the flat side of seven cookies with a small amount of the melted chocolate. Set on a tray and refrigerate until set.
The remaining 7 cookies will be used for melting the marshmallow. Place enough marshmallow (1 large one or 4 small ones) on the flat side of a cookie (that you have not painted with chocolate) to cover most, but not all of the cookie. Microwave on high for 10-15 seconds, or until slightly melted. Repeat until all cookies have been used up.
Place one of the chocolate-painted cookies on top of the marshmallow cookie and press down to make a sandwich. Allow to cool slightly. Repeat until no more cookies remain.
Drop a sandwich into the melted chocolate and cover in chocolate. With your other hand, pick up the sandwich and shake off the excess chocolate. Place on parchment paper (or tin foil) lined tray. Repeat until all cookies are covered in chocolate.
Place in the refrigerator and allow to set, about 1 hour or so. Store in an airtight container for up to 3 days. The chocolate is not tempered, so it will melt in your hands. Make sure to keep plenty of napkins on hand!