Preheat the oven to 350 degrees F. Line cookie sheets with parchment paper. Sift the dry ingredients into a medium bowl and set aside.
Use an electric mixer to cream the brown sugar, butter, egg, and vanilla. Once smooth, slowly add the dry mixture to the wet mixture until well combined. Stir in the oats.
Use a tablespoon-sized scoop to form equal dough balls. Allow them plenty of space to spread. Bake for 7-9 minutes. Let the cookies cool completely before moving off the parchment paper.
For the Filling:
Cream the shortening, powdered sugar, and vanilla together until smooth. Mix in the marshmallow fluff.
Match up two cookies that are of equal size and shape. Turn the bottom cookies over. Use a piping bag (or zip-bag with the corner cut off) to pipe the filling onto the bottom cookie. This is much easier than trying to spread it. Add the top cookie of each cream pie and press down.
NOTES: I found I liked a thin layer of cream filling better than a thick layer, but you should have plenty if you want to pile it on!