Line a baking sheet with parchment paper and set aside.
In a mixing bowl, combine egg whites and salt. Using an electric mixer, beat the egg whites until soft peaks form.
Gradually add granulated sugar while continuing to beat. The mixture should become glossy and form stiff peaks.
Carefully fold in corn syrup and vanilla extract until just combined.
Using a spoon or piping bag, shape the marshmallow mixture into egg shapes on the prepared baking sheet. Make 12 eggs and refrigerate for about 30 minutes until firm.
Meanwhile, melt the chopped semi-sweet chocolate and vegetable oil together in a heatproof bowl set over a small saucepan of simmering water, stirring until smooth.
Remove the marshmallow eggs from the refrigerator. One at a time, dip each egg into the melted chocolate, using a fork to coat thoroughly. Allow excess chocolate to drip off before placing them back onto the lined baking sheet.
Repeat the process for all eggs and, if desired, drizzle any remaining chocolate over the eggs for decoration.
Once coated, refrigerate the eggs for about 15 minutes until the chocolate is set.