In the bowl of a mixer, cream together the butter and sugars until light and fluffy, 3-4 minutes.
Beat in the eggs and vanilla until combined.
Whisk together the flour, oats, cocoa powder, baking soda, cinnamon, and salt.
Add the dry ingredients to the wet and beat until well combined. Refrigerate cookie dough for 15 minutes.
Use a medium cookie scoop to drop dough onto an ungreased cookie sheet and bake at 350 degrees for about 10 minutes. The centers should still be slightly underdone when you remove them from the oven.
Cool on the pan for 10 minutes and then remove to a wire rack to finish cooling.
To make the filling:
Cream together the marshmallow cream and butter.
Add the powdered sugar and vanilla and mix until well combined.
Thin with milk until you get the right consistency. The mixture should be thick and creamy, but easily spreadable.
Spread the filling evenly between half of the cookies and top with the remaining half of the cookies.
Notes
For smaller cookies, use a small cookie scoop and decrease the bake time by a minute. Store in the fridge for up to one week.