1. Preheat oven to 375°F. In a bowl, whisk oil, pumpkin, eggs, sugar and vanilla. In a separate bowl, combine flour, baking soda, baking powder, cinnamon, nutmeg and salt. Stir flour mixture into pumpkin mixture until just blended.
2. Place rounded tablespoons of batter on an ungreased baking sheet, spacing them 1 to 2 inches apart. Using damp fingertips, flatten and shape batter into smooth rounds. Bake until beginning to turn light brown, about 12 minutes. Transfer cookies to a wire rack to cool. Repeat with remaining batter.
3. Cover flat side of one cookie with a small scoop of vanilla ice cream and top with another cookie. Roll edges in sprinkles. Serve, or cover in plastic wrap and freeze.