Preheat oven to 350°F (175°C) and line baking sheets with parchment paper.
Cream butter, brown sugar, and granulated sugar until light and fluffy.
Beat in eggs one at a time, then add vanilla extract.
Whisk together flour, baking soda, cinnamon, and salt in a separate bowl.
Gradually mix dry ingredients into wet mixture until combined.
Fold in oats.
Scoop 1½-tablespoon portions of dough onto baking sheets, spaced 2 inches apart, and flatten slightly.
Bake 9–11 minutes until edges are set and centers look slightly soft.
Cool on baking sheet 5 minutes, then transfer to a wire rack to cool completely.
Beat butter and marshmallow creme until smooth for the filling.
Add powdered sugar and vanilla extract, beating until fluffy.
Add milk if needed to reach spreadable consistency.
Match cooled cookies into pairs by size.
Spread or pipe filling onto one cookie in each pair.
Top with second cookie and press gently to spread filling to the edges.
