Preheat the oven to 350°F (175°C). Line large baking sheets with parchment paper.
Place the pumpkin puree between layers of paper towels and gently press to remove excess moisture. Continue blotting until you have about ¾ cup (170 g) of thickened pumpkin puree. This helps keep the cookies soft and chewy instead of cakey.
Whisk the oats, flour, baking soda, salt, cinnamon, and pumpkin pie spice together in a medium bowl.
In a separate large bowl, beat the softened butter, granulated sugar, and brown sugar for about 3 minutes until light and creamy.
Add the egg yolk and vanilla and beat until combined. Mix in the blotted pumpkin puree until smooth.
Gradually add the dry ingredients and mix just until combined. The dough will be soft and slightly sticky.
Scoop about 1½ tablespoons of dough onto the prepared baking sheets, leaving about 3 inches between each cookie. Gently flatten each mound with the back of a spoon.
Bake for 14–16 minutes, until the edges are set and lightly browned while the centers remain soft.
Let the cookies cool on the baking sheet for 10 minutes, then transfer them to a cooling rack and cool completely.
For the filling, beat the cream cheese and butter until smooth and creamy. Add the powdered sugar, vanilla, pumpkin pie spice, and salt, then beat until fluffy and smooth.
Spread or pipe the cream cheese filling onto the flat side of half of the cooled cookies. Top with the remaining cookies and gently press together to create sandwiches.
Serve.