In a medium bowl, mix together the flour, oats, salt, baking soda, and cinnamon together. Set aside.
In a mixer, beat together the butter and both sugars until light and fluffy. Add in the egg and yolk together and beat well for about a minute before mixing in the vanilla extract.
Add in the dry ingredients and mix until just combined. Chill the dough for about an hour.
While the dough chills, preheat the oven to 350°F.
Scoop balls of cookie dough that are about 1 1/2 tablespoons big and place them 2-inches apart on a parchment or silpat-lined baking sheets.
Bake for 8 – 10 minutes, or until the edges are a golden brown. The middles may still look a little under-baked, and that is normal.
Allow to cool on the baking sheet for about 2 minutes before transferring to a wire rack to cool completely.
As the cookies cool, make the filling.
Add the butter, marshmallow crème, and half the powdered sugar and chocolate into a mixing bowl.
Mix on low to incorporate the powdered sugar and chocolate into the butter and crème. It may look like it will not incorporate, but keep mixing.
Add the remaining sugar and chocolate along with the salt and vanilla extract.
Continue to beat. The mixture should eventually incorporate and be very thick.
Add the heavy cream one tablespoon at a time until it comes a nice spreadable consistency.
Turn over half the oatmeal cookies and top with the chocolate crème.
Top the crème with the other cookies to make sandwiches.