Pulse rolled oats until coarsely ground.

Cream butter and brown sugar in the bowl of a stand mixer until light and fluffy, about 3-4 minutes. Add egg, molasses, and vanilla extract and mix until well combined.

Add flour, cinnamon, salt, baking soda, and baking powder, stirring just until combined. Stir in pulsed oats, mixing just until combined. Chill cookie dough for 30 minutes.

Preheat oven to 350 degrees F. Line 2 baking sheets with parchment paper.

Scoop 1 tablespoon dough per cookie on baking sheet, leaving 2 inches space in between for a total of 30 cookies. Bake for 7-9 minutes or until golden brown but still slightly gooey in the center. Remove from oven and let cool completely on baking sheet.

Meanwhile, making apple cider caramel cream filling. Cream together cream cheese and butter until well combined. Add vanilla, powdered sugar, and apple cider caramel, mixing until well combined. Transfer filling into a piping bag.

Flip half of the cookies over and pipe filling on top. Stack with remaining cookies and sandwich together. Serve.