Make the cookies: Line 3 baking sheets with parchment paper (or use 2 baking sheets and bake the cookies in batches). Preheat the oven to 400 degrees F. Using a stand mixer, beat the butter and granulated sugar until light and fluffy. Beat in the egg, then the buttermilk and vanilla. Whisk the flour, cocoa powder, baking soda, baking powder and salt in a bowl. Gradually add the dry ingredients to the wet ingredients, mixing until just combined.
Drop 8 scoops of batter, about 2 tablespoons each, onto each prepared baking sheet, spacing them 3 inches apart. Bake until the edges are set but the cookies are still soft, about 8 minutes. Remove from the oven and let the cookies cool 2 minutes on the baking sheets, then transfer to racks and let cool completely.
Make the filling: Beat the cream cheese and butter in a small bowl with a mixer until smooth. Slowly beat in the confectioners' sugar until smooth. Add the pumpkin, cinnamon and salt and beat until smooth.
To assemble the whoopie pies, spread a heaping tablespoonful of filling on the flat side of a cookie and sandwich with another cookie. Repeat with the remaining cookies.