Heat oven to 350°F. In large bowl, break up cookie dough. Stir in pudding mix and milk until well blended. Stir or knead in 1/2 cup of the pecans. Shape dough into flattened round. Cover; refrigerate about 30 minutes or until slightly firm.
Divide dough into 4 pieces. On ungreased large cookie sheet, press each piece into 6-inch round.
Bake 13 to 17 minutes or until edges are golden brown. Immediately cut each round into 8 wedges. Remove from cookie sheet to wire rack. Cool completely, about 30 minutes.
In 1-quart saucepan, heat chocolate chips and oil over low heat about 2 minutes, stirring constantly, until chips are melted and smooth. Dip one cut side of each wedge into melted chocolate mixture; immediately sprinkle with remaining 1/2 cup pecans. Place on parchment paper until set. Store covered at room temperature.