Preheat oven to 350 degrees F Grease 2 large cookie sheets.
In a large mixing bowl, use a fork to mix milk, sugar, oil, vanilla, and zest.
Add half of the flour, along with the cornstarch, baking powder, and salt and mix well. Add the remaining flour and mix until you have a soft, pliable dough.
Make sure your hands are very clean and dry, and dust them with flour. Roll 1 tablespoon of dough into a ball, and then roll it into a log about 1 1/2 inches long.
Flatten with the palm of your hand to create an oval that is 2 inches long and 1 inch across, then straighten the edges with your fingers.
Continue with the rest of the dough, flouring your hands before you form each cookie, until you have 16 cookies placed about 1 inch apart (they don't spread much.)
Bake for 15 minutes, until tops are firm and edges are ever so slightly browned. Remove from oven and let sit for 2 minutes. Use a spatula to transfer to a cooling rack.
Melt the chocolate on the stove or in the microwave. Mix in the peppermint extract.
After 10 minutes, when the cookies are cool enough to handle, take a cookie and dip the flat bottom into the chocolate. Then take another cookie and dip it, and place the dipped sides together to form a sandwich. Don't press too hard!
Continue with the remaining cookies until you have 16 sandwiches. Place cookies in the fridge to set for at least an hour. Bring back to room temperature before serving by leaving them out for about half an hour.