Preheat oven to 350°F. Line two baking sheets with parchment.
Cream softened butter with brown sugar and granulated sugar until light and fluffy.
Beat in molasses and vanilla. Stream in beaten eggs and mix just until smooth.
Whisk flour, baking soda, baking powder, cinnamon, and salt in a separate bowl.
Fold dry ingredients into the butter mixture until nearly combined. Stir in oats to finish.
Chill dough 10–15 minutes for cleaner edges and easier scooping.
Scoop 1-tablespoon portions, spacing 2 inches apart. Gently flatten tops with damp fingers.
Bake 9–11 minutes until edges set and centers look soft. Cool 5 minutes on the pan, then rack.
Make filling: Beat butter, powdered sugar, and a pinch of salt until creamy and pale.
Mix in marshmallow creme and vanilla. Beat in heavy cream until fluffy and spreadable.
Pair cookies by size. Pipe or spread filling on a cookie and cap with another. Press gently.
Rest assembled pies 10 minutes to set before serving.