Preheat oven to 350ºF.
Place sugar in a blender or food processor and process for about 15 seconds until a fine consistency. Sugar will be slightly powdered.
Combine the flour, baking powder, and salt in a small bowl and set aside. Using a mixer bowl, beat the eggs and sugar on medium speed for 8 minutes, until thick and pale.
Gradually beat in oil until incorporated. Beat in vanilla on low speed for 30 seconds. Stop mixer to scrape the sides of bowl.
Add flour and continue to beat for 1 to 2 minutes, until batter is smooth, stopping mixer to scrape the sides and bottom of bowl.
Grease 2 baking sheets or line with parchment paper.
Spoon batter into pastry bag and pipe 3 1/2-inch logs onto the baking sheet about 1-inch apart.
Sprinkle the cookies with some confectioner’s sugar over the ladyfingers and wait 3 minutes. The sugar will glisten. Dust on another portion of confectioner’s sugar. This helps to give the ladyfingers their characteristic crispness.
Bake in batches(slide the first sheet into the oven as soon as you’ve piped), for 7 to 8 minutes, until they puff up, turn lightly golden brown and are still soft.
Cool completely on the sheets on a cooling rack, and then remove the ladyfingers from the baking sheet with a metal spatula (or pry off the parchment, if using). Sprinkle with confectioner’s sugar before serving.