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

In a large bowl, cream together the softened butter, granulated sugar, and brown sugar until light and fluffy.

Beat in the egg and vanilla extract until well combined.

In a separate bowl, whisk together the flour, baking soda, salt, and cinnamon.

Gradually add the dry ingredients to the wet ingredients, mixing until just combined. Stir in the rolled oats.

Drop rounded tablespoons of dough onto the prepared baking sheets, spacing them about 2 inches apart.

Bake for 10-12 minutes, or until the edges are golden brown. Let cool on the baking sheets for a few minutes before transferring to a wire rack to cool completely.

In a medium bowl, beat together the softened cream cheese and softened butter until smooth and creamy.

Gradually add the powdered sugar, beating until well combined and smooth. Stir in the vanilla extract.

Once the cookies are completely cooled, spread a generous amount of the cream filling onto the flat side of one cookie. Top with another cookie, pressing gently to sandwich the filling.

Repeat with the remaining cookies. For best results, chill the assembled cream pies for at least 30 minutes before serving.