1. Preheat the oven to 350°F (175°C). Line baking sheets with parchment paper.

2. In a large bowl, cream together the butter, brown sugar, and granulated sugar until light and fluffy. Add eggs and vanilla, and mix well.

3. In another bowl, whisk together the flour, baking soda, cinnamon, and salt. Gradually add to the butter mixture and mix until combined. Stir in oats.

4. Drop rounded tablespoons of dough onto the prepared baking sheets, spacing them about 2 inches apart. Flatten slightly with the back of a spoon, if you seek a non rounded cookie as shown here. 

5. Bake for 10-12 minutes or until the edges are golden brown. Cool on the baking sheet for 5 minutes, then transfer to a wire rack to cool completely.

6. For the cream filling, beat the butter until creamy. Gradually add powdered sugar and mix until smooth. Add vanilla and heavy cream, and beat until fluffy.

7. Spread or pipe a generous amount of filling on the bottom side of one cookie, then top with another cookie.