In a medium bowl, whisk together the flour, rolled oats, baking soda, salt, pumpkin pie spice, and cinnamon. Set aside.
In a large mixing bowl, beat the softened butter, brown sugar, and granulated sugar until light and creamy, about 2 minutes.
Add the egg yolk, pumpkin puree, molasses, and vanilla extract. Beat until smooth.
Add the dry ingredients to the wet ingredients. Mix on low speed just until combined. Do not overmix.
Cover the dough and refrigerate for 30 minutes.
Preheat the oven to 350°F. Line two baking sheets with parchment paper.
Scoop the chilled dough into 1½-tablespoon portions and place them 2 inches apart on the prepared baking sheets. Slightly flatten each dough ball with damp fingers or the bottom of a glass.
Bake for 10 to 12 minutes, until the edges are set and lightly golden but the centers still look soft.
Let the cookies cool on the baking sheets for 5 minutes, then transfer them to a wire rack. Cool completely before filling.
To make the filling, beat the softened cream cheese and butter in a large bowl until smooth and creamy.
Add the powdered sugar, vanilla, pumpkin pie spice, and salt. Mix on low speed until combined, then beat on medium-high speed for 1 to 2 minutes until light and fluffy.
Match the cooled cookies into 12 pairs. Turn half of the cookies flat-side up.
Pipe or spread about 2 tablespoons of cream cheese filling onto each bottom cookie. Top with the remaining cookies and gently press together.
Refrigerate the assembled pumpkin oatmeal cream pies for 20 to 30 minutes before serving, until the filling is slightly firm.