Place the egg whites and sugar in a heatproof bowl. Heat over a bain-marie until the sugar dissolves completely. (Ensure there are no sugar granules left—heat thoroughly.)
Transfer the mixture to a stand mixer with a balloon whisk. Whip until stiff peaks form.
Arrange Tortina cookies on a baking tray lined with parchment paper. Pipe the meringue onto the cookies, then freeze for 2 hours.
Melt the dark chocolate with the oil in the microwave using short pulses. Cool slightly. If the chocolate thickens, add a little more oil. Pour the melted chocolate into a tall glass.
Dip each frozen krembo into the chocolate, ensuring full coverage. Place them back on the tray and freeze for another 15 minutes.
Keep them in the fridge and enjoy!