Preheat the oven to 350 degrees F. Lightly grease 2 or 3 baking sheets or line with silpats.
In a large bowl, beat the butter and brown sugar with an electric mixer until creamy. Add the egg and the milk and beat until combined.
In a medium bowl, combine the flour, baking soda, salt, cinnamon and nutmeg. Gradually add the dry ingredients to butter mixture, beating until incorporated. Stir in the oats and raisins. Form the cookies by dropping heaping 2 tablespoonfuls of the batter onto the prepared baking sheets, 6 cookies per sheet, spacing evenly.
Bake until the cookies are lightly browned, about 11 to 13 minutes. Let them cool for 2 minutes on the baking sheets, then transfer them to wire racks to cool completely.
Spread a small dollop of the fudge on the inside of 6 cookies. Spread a large dollop of the marshmallow creme on the inside of another 6 cookies. Sandwich the cookies together and transfer to a serving platter.