Preheat oven to 350ºF and line 2 large cookies sheets with a silicone mat or parchment paper; set aside.
In a bowl, add flour, baking powder, baking soda, and salt; whisk until combined and set aside.
In the bowl of a stand mixer, add butter, melted peanut butter, brown sugar, and granulated sugar . Using the paddle attachment, process on medium speed until nicely creamed, cleaning the sides and the bottom of the bowl.
Add egg and vanilla extract; process until incorporated.
Add flour mixture, reduce the speed to low and process until mixed – DON’T overdo it. Fold in rolled oats.
Cover the bowl with plastic wrap and chill for 30 minutes.
Using a portion scoop, drop dough by the tablespoon on prepared cookie sheets, 2-inches apart.
Transfer to the preheated oven and bake for 10 to 12 minutes or until the edges are set and the tops are golden brown.
Remove from the heat and let them cool for 10 minutes before transferring to a wire rack to cool completely.
In a mixing bowl, add butter, peanut butter and pure vanilla extract. Using a hand mixer, process until smooth.
Add confectioners’ sugar and process on low speed before slowly pouring in heavy cream until the consistency is smooth but not runny.
To assemble… Pair cookies according to same size and shape.
Using the same portion scoop, place about 1 tbsp. filling on the bottom from a pair before gently placing the other one on top. Twist it back and forth to get an even thickness from end to end.
Place filled cookies on a wire rack before transferring them to the fridge for 1 hour to harden. Store cookies in an airtight container for up to 6 days in the fridge.