1. Preheat oven to 375°.
2. Beat butter and sugars at medium speed with an electric mixer until creamy. Add egg and vanilla, beating well.
3. Lightly spoon flour into dry measuring cups, and level with a knife. Combine flour and next 3 ingredients in a bowl, stirring well. Add oats; stir well. Add to butter mixture; stir until well blended. Drop by rounded tablespoons 2 inches apart onto baking sheets lined with parchment paper. Bake at 375° for 10 minutes. Cool on pan 2 to 3 minutes. Remove cookies from pan; cool on wire racks.
4. Spread 1 tablespoon Cream Filling over each bottom side of half of cookies; top with remaining cookies, right side up.