Preheat an oven to 350°F. In a bowl, whisk together the oats, flour, baking powder, baking soda, and salt.

In a bowl of a stand mixer, mix butter, both sugars, egg, peanut butter, and vanilla, using the paddle attachment. Pour oat mixture into peanut butter mixture, mix until it just comes together.

Scoop batter with a cookie scooper or tiny ice cream scoop or rounded teaspoonfuls on an ungreased baking sheet, don't forget to use space between each spoonful. Using your finger, pat dough down so they form small flattened circles. Bake for 8-10 minutes. Cool completely.

For the filling, beat together the confectioner’s sugar and peanut butter until light and airy, about 5 minutes with a stand mixer (whisk attachment) or a hand mixer.

Place half of the cookies upside down. Two choices on what to do with the filling - either (a) put into a piping bag and cut small hole and pipe onto the upside down cookie, or (b) scoop with a tablespoon the filling into the center of each upside down cookie.  Place another cookie on top of filling and press together. Let the filling just comes to the edges, but not squeeze out.