Prepare the dough: mix the flour in bowl to get out any clumps. Add the oil, salt, and warm water. Mix with a fork until a shaggy dough comes together. Dump out the dough onto a clean, lightly floured surface. Knead by hand for 3 to 5 minutes, until smooth. Form it into a ball, cover with plastic wrap, and place in the refrigerator to chill for 30 minutes.
Prepare the special sauce: add all ingredients into a small bowl and mix until well combined. Place in fridge until ready to use.
Rehydrate the TVP with ¾ cup warm water. Pour it over the TVP and mix together with a spoon. Set aside for 5 to 10 minutes, until rehydrated.
Pour the oil into a medium fry pan. Then add the TVP along with the soy sauce and seasonings. Do not add pickles and vegan cheddar yet. Sauté over medium heat for 5 minutes to warm up and slightly crisp the TVP. Taste the filling and adjust any seasonings to preference. Then remove from the heat. Mix in the pickles and vegan cheddar.
After 30 minutes, remove the dough from the refrigerator. On a clean, lightly floured surface, roll out the dough to 1⁄4 inch (6mm) thick. Using a round cookie cutter, biscuit cutter, or glass, cut out 31⁄2-inch (9cm) circles. Place them on a clean, floured section of your counter or a floured cookie sheet; do not stack them on a plate, as they will stick. Cover the dough with a towel to prevent it from drying out. Reroll the scraps and repeat the process until all of the dough is used; you will end up with about 13 circles.
Place 1 heaping tablespoon of the filling on the bottom half of a dough circle. Wet the other half of the circle with water and then fold the dough over the filling to form a half moon. Pinch the edges to seal. Place on a dish and keep the pierogi covered. Repeat until all of the pierogi are made.
Fill a pot with water and bring to a boil over high heat. When the water is boiling, add 6 pierogi and cook for 3 to 5 minutes, until they float to the top. Remove with a slotted spoon and put on a cookie sheet or plate; try not to let them overlap. Repeat with the remaining pierogi.
After all of the pierogi are boiled, heat up 1 ½ tablespoons of olive oil in a large nonstick frying pan over medium heat. Add the pierogi and pan fry for 5 minutes over medium heat or until crispy. Sprinkle with sesame seeds.
Add the shredded iceberg lettuce to a plate and place pierogi on top. Serve with special sauce and enjoy.