Start off by preheating your oven to 200 degrees Celsius (180 fan). Stir together the oil, water, and sugar until well blended.
Mix together the rest of the ingredients (chopped almonds, flour, vanilla sugar, baking powder, and baking soda). Pour in the oil, sugar, and water mixture and mix well to form a dough.
Form the bachkoutou in lengths of about 10cm. The easiest ways are either using a meat grinder with a star output plate, pushing the dough manually through a large piping nozzle, or simply rolling lengths and cutting to size.
Place the lengths onto an oiled baking sheet, allowing a little room for spread between each one, and then bake in the oven for about 10-15 minutes, until a pale golden colour.
Remove, and allow to cool on the tray before enjoying.
Notes
Ovens are finicky beasts. I would recommend only baking a few bachkoutou at a time and cooling them between each batch, until you're able to find the ideal temperature and time combination!