Preheat oven to 350 F. Lightly grease two large baking sheets.
In a large bowl beat together oil, sugar, brown sugar, milk and vanilla. Sift in flour, cornstarch, baking powder and salt. Stir to form a thick, stiff dough.
Spread pretzels onto a large cutting board and cover with parchment paper. Roll a rolling pin over them to crush them into bits and pieces.
Scoop walnut sized pieces, moisten your hands and roll into a ball. Then place them into the pretzel pieces, rolling around so that the pretzels pieces adhere. Place on prepared cookie sheets about 1 1/2 inches apart.
Use your pinky to make a deep indent in the center of each cookie. Use a teaspoon to fill each indent with about a teaspoon of jam. Bake for 14 to 16 minutes, until golden on the edges and lightly browned on the bottoms.
Place cookies on a cooling rack to cool. Wait until completely cool to proceed.
Place cooling rack of cookies over the sink. Using a microwave or double boiler, melt chocolate chips. Let melted chocolate cool a bit, then drizzle over cooled cookies while they are still on the cooling rack, and let the excess fall into the sink for easy cleaning. Let the chocolate set in a cool room or in the fridge for 30 minutes or so.