Preheat the Oven: Preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper or a silicone baking mat.
Make the Cookie Dough: In a large mixing bowl, cream together the butter, brown sugar, and granulated sugar until smooth and fluffy. Add the eggs and vanilla extract, and beat until well combined.
Add Dry Ingredients: In a separate bowl, whisk together the flour, baking soda, cinnamon, and salt. Gradually add the dry ingredients to the wet ingredients, mixing until just combined. Stir in the rolled oats.
Shape the Cookies: Drop rounded tablespoonfuls of cookie dough onto the prepared baking sheet, spacing them about 2 inches apart. Flatten each cookie slightly with the back of a spoon.
Bake: Bake for 10-12 minutes, or until the edges are golden and the centers are set. Remove from the oven and let the cookies cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.
Make the Cream Filling: While the cookies cool, make the cream filling. In a medium bowl, beat the butter, powdered sugar, vanilla extract, and heavy cream until smooth and fluffy. If the filling is too thick, add a little more cream or milk until you reach the desired consistency.
Assemble the Cookies: Once the cookies are completely cooled, spread a generous amount of the cream filling on the bottom of one cookie. Top it with another cookie to form a sandwich.
Serve: Let the cookies set for a few minutes to allow the filling to firm up, then serve and enjoy!