In a large bowl, use an electric mixer to blend the vegetable oil and white sugar until the mixture turns light and airy. Next, add the egg and mix well, then incorporate the vanilla extract. In a separate bowl, mix the all-purpose flour and salt together; gradually add this to the oil mixture and blend until a dough forms. Wrap the dough in plastic and refrigerate for a minimum of one hour.
Set the oven to 400°F (200°C) and let it preheat. Meanwhile, place two baking sheets in the fridge to cool.
Once the dough is chilled, load it into a cookie press and shape the cookies onto the chilled baking sheets.
Bake the cookies in the oven until their edges are a light golden color, approximately 8 to 10 minutes. Move the cookies to wire racks so they can cool down.