Mix sugar, cornstarch, cocoa and salt in saucepan. Whisk in milk and cream until well blended. Bring to boil on medium heat, whisking constantly. Remove from heat. Stir in OREO Small Pieces and vanilla until combined.
Pour 3 oz. mixture into each of 17 "ice cream bar" molds. Insert wooden sticks. Freeze several hours or until firm.
Melt chocolate and oil in double boiler. Stir until smooth. Let cool to 85°F.
Dip frozen bars into chocolate mixture to fully coat each bar. Then immediately dip halfway into OREO Medium Pieces. Let stand until chocolate sets. Keep frozen until ready to serve.