Preheat your oven to 350°F (175°C) and prepare baking sheets with parchment paper.
In a mixing bowl, beat together the unsalted butter, light brown sugar, and granulated sugar until fluffy and light.
Add the large egg and vanilla extract, mixing until fully incorporated.
In a separate bowl, whisk together the all-purpose flour, oats, cinnamon, baking soda, and fine sea salt. Gradually stir this into the butter mixture until just combined.
Using a cookie scoop, portion small dough balls onto the prepared baking sheets, leaving space in between.
Bake for 8-10 minutes or until edges are golden brown, then cool on wire racks.
Filling and Assembly
In a clean mixing bowl, beat the unsalted butter until light and fluffy. Add cream cheese, marshmallow cream, vanilla extract, and a pinch of fine sea salt, mixing until smooth.
Spread filling on half of the cooled cookies and top with remaining cookies to create sandwiches.
Refrigerate assembled cookies for at least 4 hours to allow flavors to meld.
Notes
Optional: Dust with powdered sugar before serving for added sweetness.