Parchment, and spray with pan spray lightly.

Butter is a lot better than oil for greasing a pan, and butter + flour is even better. But parchment is da bomb.

Have you tried flouring as well as oiling the pan? If that doesn't do the trick, I'd hit the parchment...my love of parchment knows no bounds.

Yes, I agree with Kayb. Parchment should work very nicely. Sometimes, it helps to keep an overhang on the edges. That way, you can pull the whole thing out of the pan when it's cool, place it on a cutting board and slice away with a serrated bread knife.

Parchment is your friend in this situation! I find foil wants to peel away from sticky stuff in little shreds, which you then have to pick off the cookie or agonize when a shred hits one of your fillings. In a pinch, I have used waxed paper, but you get a slighly greasy feel (no taste I can detect) on the bottom of your food, and it's a yucky deposit on your pan, too.