Preheat oven to 350 degrees F, or preheat a convection oven to 315 degrees F.
In a large bowl of an electric mixer, beat the sugar, butter, and eggs together until well combined. Add the oil and vanilla and beat again.
In a separate bowl, combine all of the dry ingredients. Add half of the dry mixture to the egg mixture and beat or stir to blend. Add 1 1/2 cups milk and beat again. Add the remaining dry mixture and beat until incorporated. Add the remaining 1 1/2 cups milk and beat until blended.
With a large spoon, scoop out 32 circles of batter onto a baking sheet. Bake for 10 to 12 minutes. Let cool.
FILLING: In the bowl of an electric mixer, combine all ingredients except the milk and beat well. Add just enough milk to achieve a creamy consistency. Spread filling across cooled cookie circles. Spread filling onto 16 circles and place remaining circles on top, to make 16 Whoopie Pies.