Preheat your oven to 350 degrees F (175 degrees C) with the racks in the upper and lower thirds. Line two baking sheets with parchment paper.

In the bowl of an electric mixer fitted with a paddle attachment, combine the butter, brown sugar, and granulated sugar. Cream together on medium speed until light and fluffy, about 4-5 minutes.

Add the egg and vanilla extract, mixing to combine.

Carefully add the flour, oats, cinnamon, baking soda, and salt, mixing on low speed until everything is just combined. Scrape down the sides and bottom of the bowl, then mix again briefly.

Using a teaspoon, drop scant amounts of dough onto the prepared baking sheets, leaving at least 1 ½ inches between each cookie. Bake until lightly golden around the edges, about 8-10 minutes.

Once baked, remove the cookies from the oven and gently tap the baking sheets on the counter to flatten slightly. Let them cool for about 5 minutes before transferring them to a wire rack to cool completely.

For the filling, place the butter in a clean mixing bowl and beat on medium-high speed until fluffy, about 3-4 minutes.

Add the cream cheese and continue to whip until well combined. Scrape the sides of the bowl, adding the marshmallow cream, vanilla, and salt before mixing until smooth.

Spoon or pipe the filling onto the flat side of half the cooled cookies. Top with the remaining cookies, pressing gently to adhere.

Place the assembled cookies in an airtight container or on a parchment-lined tray, wrap it up tightly, and refrigerate for at least 4 hours (or preferably overnight) to allow the flavors to meld and the cookies to soften.

Store cookies in an airtight container at room temperature or in the refrigerator for up to 5 days.