Line 2 cookie sheets with wax paper. In a small bowl, microwave the chocolate and the oil at high power, stirring every 30 seconds, until smooth, 1 to 2 minutes.
Set a rack over a sheet of wax paper. Working with 1 at a time, dip the chips into the melted chocolate and set on the rack. Sprinkle the chopped pistachios over one-third of the chips, the coarse salt over another third and the cayenne over the last third. Refrigerate for 30 minutes before serving.