Spray the inside of a large mixing bowl with vegetable cooking spray, and lightly spray a baking sheet. Set aside.
In a 3 quart or larger, heavy-bottomed pan, heat the oil and popcorn over medium-high heat. Cover the pan and shake gently. Cook until all the kernels have popped, about 3 minutes. Place the popcorn in the prepared bowl.
In a medium saucepan, heat the butter over low heat. Add the vanilla extract and marshmallows. Stir constantly until the marshmallows have melted and the mixture is smooth, about 5 minutes. Pour the melted marshmallow mixture over the popcorn. Using a spatula, sprayed with cooking spray, stir until the popcorn is coated.
Spread the mixture over the prepared baking sheet. Sprinkle with the Snickers pieces, cookies, almonds and M & M's. Using a spatula, gently press the toppings into the popcorn.
Allow the mixture to dry for 1 hour. Break into 2 inch pieces and store airtight in a plastic container.
For party favors, place in small plastic bags and tie with colored ribbon.