Malted Oatmeal Cream Pies

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For the cookies:

1 1/2 cups all-purpose flour

1 tablespoon malted milk powder (such as Carnation original)

1 teaspoon baking soda

1 teaspoon ground cinnamon

1/2 teaspoon salt

3 cups quick or old-fashioned oats

1/2 cup sliced almonds

2 sticks unsalted butter, at room temperature

3/4 cup packed dark brown sugar

1/2 cup granulated sugar

2 large eggs

1 teaspoon pure vanilla extract

For the filling:

5 tablespoons unsalted butter, at room temperature

2 cups confectioners' sugar, plus more if needed

1 tablespoon malted milk powder (such as Carnation original)

2 tablespoons whole milk, plus more if needed

1/4 teaspoon pure vanilla extract