Preheat oven to 350°F and line a baking sheet with parchment paper.
In the bowl of a stand mixer with the paddle attachment, add the butter, sugars, vegetable oil and vanilla extract. Beat on medium-high speed for about 1 minute, or until light and fluffy.
Add the eggs and beat until combined.
Whisk together the flour, baking soda, cinnamon and salt in a medium bowl. Slowly add to the mixer on low speed and mix until everything is just combined. Add in the oats and mix until just incorporated.
Use a medium cookie scoop to scoop out dough and place 3 inches apart as they spread. Bake for 10-12 minutes or until golden just along the edges. Allow the cookies to cool on sheet for 5 minutes before transferring to a cooling rack.
Cream Filling
Using a stand mixer fitted with a paddle attachment, beat butter on medium-high speed for about 5 minutes or until light and fluffy. Add the powdered sugar and beat on medium speed for about 1 minute.
Add the heavy cream and vanilla extract, beating on high for 2-3 minutes until fluffy. If filling is too thick, add heavy cream 1 teaspoon at a time.
To assemble the cookies, spread the cream filling on the flat side of half of the cookies and put the remaining cookies on top.
Notes
You can replace the vegetable oil with coconut or canola oil
Use a cookie/ice cream scoop to create evenly sized cookies.
Let the oatmeal cookies cool completely before spreading the filling.