Preheat oven to 350°F (175°C). Line two baking sheets with parchment paper.
In a food processor, pulse the oats until broken into small pieces but not finely ground. Add flour, cinnamon, baking soda, and salt. Pulse a few more times until combined.
In a large mixing bowl, beat together butter, brown sugar, and granulated sugar until light and creamy.
Add eggs, molasses, and vanilla extract. Mix until fully combined, scraping down the bowl as needed.
Gradually add the dry ingredients and mix until a soft dough forms. Let the dough rest at room temperature for 5 minutes.
Scoop dough into 1½-tablespoon portions and place a few inches apart on prepared baking sheets.
Bake for 9–11 minutes, until the edges are lightly set but the centers remain soft.
Allow cookies to cool completely on the baking sheets set over wire racks. Repeat with remaining dough.
To make the filling, beat butter until smooth. Add marshmallow creme and beat until incorporated.
Gradually add powdered sugar, mixing well after each addition. Add vanilla extract and salt and continue beating until smooth and fluffy.
Transfer filling to a piping bag fitted with a large round tip.
Pipe filling onto the flat side of one cookie and top with a second cookie to create a sandwich. Repeat with remaining cookies.