In a medium bowl, stir together condensed milk, vanilla, and salt. In a large bowl, using a mixer, beat cream on high until stiff peaks form, 3 minutes. With a rubber spatula, gently fold whipped cream into condensed milk mixture. Pour into a loaf pan, cover, and freeze until firm, 6 hours (or up to 1 week).
Set cones upright in another loaf pan filled with uncooked rice. Microwave one-quarter the chocolate in 30-second increments, stirring each time, until melted and smooth, about 1 minute. Spoon into tips of cones and let cool.
Pack each cone with ice cream, then top with a round scoop, pressing down to secure. Return cones to rice-filled pan and freeze until firm, 6 hours (or overnight).
Microwave remaining chocolate in 30-second increments, stirring each time, until melted and smooth, about 2 minutes. Stir in oil and let cool slightly. Working quickly, invert each cone, dip in chocolate, set upright in pan, and sprinkle with nuts. Freeze until firm, 1 hour.
Here's a Tip
A little chocolate in the bottom of each cone keeps melted ice cream from leaking out -- and provides an extra-sweet last bite.