Combine oil, sugar, applesauce, cocoa powder, and vanilla extract until well combined. In a separate medium bowl, combine the flour baking powder and salt with a wire whisk. Add the dry ingredients to the wet and mix until combined. Put the dough into a ziploc bag and freeze until well chilled, about an hour (or chill in fridge at least 3-4 hours).
Preheat oven to 350 and line two cookie sheets with parchment paper. Cut open the bag with scissors. Lightly flour your hands with powdered sugar and scoop out about 1 inch balls of dough. Roll dough into balls and drop into the powdered sugar. Roll in sugar until completely covered in sugar. Place 2 inches apart on parchment lined cookie sheets. Bake about 10 minutes (until cookies are just set) at 350. Do not overbake. Cool completely on cookie sheets.
