Preheat the oven to 350º. Line a large, rimmed pans with parchment paper or use two whoopie pie pans spritzed with nonstick cooking spray.
Beat the sugar and butter until fluffy, about 5 minutes. Add the eggs, beating well after each.
Add the vegetable oil and vanilla to the mixture, beating until blended.
In a large bowl, whisk together the flour, cocoa powder, baking soda, baking powder, and salt.
Slowly add the flour mixture to the creamed mixture, alternating with the milk, until just combined. Don't over beat the batter.
Scoop the batter (about 1/4 cup portions) onto the prepared baking sheets or whoopie pie pan.
Bake the cookies for 12 minutes. Allow to cool on the baking pans for 5 minutes before removing to cool completely on a wire rack.
Make the Filling
In a clean mixing bowl, beat the filling ingredients until fluffy.
Assemble the Pies
Place a scoop of the filling on the flat side of twelve cookies.
Top each with another cookie, placing the flat side down against the filling. Press the top cookie down, allowing the cream to poke out the sides slightly.
Place the sprinkles in a shallow bowl. Roll the edges of each whoopie pie in the sprinkles.
Notes
You want 24 cookie pieces to create 12 whoopie pies, so if you only have one whoopie pie pan, you'll need to use it twice.Store in the refrigerator in an airtight container between layers of waxed paper.