Preheat oven to 350 degrees F. In the bowl of a stand mixer cream together the butter, brown sugar and granulated sugar until light and fluffy, about 2 to 3 minutes. Add egg and vanilla and mix until incorporated.
In a large bowl, mix together oats, baking soda, salt, cinnamon and flour. Add dry ingredients to the creamed mixture alternately with the pumpkin puree. Mix until just combined. Spray cookie sheets with nonstick spray. Using a cookie scoop, drop cookie dough 2 inches apart on the prepare cookie sheets. Bake for 10-15 minutes, until lightly golden around edges. Allow to sit on cookie sheet for 3 minutes then remove to cooling rack to cool completely.
For the filling: whip together marshmallow creme, shortening and powdered sugar together in a stand mixer until very light and fluffy, 3 to 4 minutes. Place in a piping bag or ziplock bag with one corner snipped. Flip cookies upside down and place them in a few even rows. Pipe about 3 tablespoons of filling onto half of the cookies. Top with unfilled cookies and gently press until the filling reaches the edges. Store in an airtight container.