Dough: Whisk together butter and sugar until lightened, 30-40 seconds. Whisk in egg. Gently stir in next 4 ingredients, then oats. Refrigerate 1 hour, or up to 3 days.
Filling: Process first 6 ingredients in a food processor until loose paste. Add peanut butter and butter and process smooth. Refrigerate until ready to use, up to 3 days.
Remove dough from fridge for 10 minutes. Preheat oven to 375°. Line 2 baking sheets with Reynolds Parchment Paper. Scoop 2 tablespoons dough per cookie and gently round off. Place onto parchment 2-inches apart. Flatten slightly. Bake 6-7 minutes, cool 2 minutes on sheet then transfer to wire rack to cool completely. Use 1 1/2 tablespoons filling per sandwich.