Preheat oven to 350 degrees F (180 degrees C). Line cookie sheets with parchment paper. In in a large bowl with an electric mixer, cream together Butter (1/2 cup), Vegetable Shortening (1/2 cup), Brown Sugar (1/2 cup) and Caster Sugar (1/2 cup) until light and fluffy, about three minutes. Add in Large Egg (2), Molasses (1 tablespoon) and Vanilla Extract (1 teaspoon) and mix until combined.
In a medium bowl, whisk together the All-Purpose Flour (1 3/4 cup), Quick Cooking Oats (1 cup), Baking Powder (1 teaspoon), Baking Soda (1/2 teaspoon), Ground Cinnamon (1 teaspoon) and Salt (1/2 teaspoon). Add the flour mixture to the wet ingredients, mix until is well combined.
Using a small ice cream scooper, drop dough onto prepared cookie sheets. Bake in preheated oven for ten to twelve minutes or until golden brown. Allow cookies to sit on cookie sheets for about four minutes before removing them to a wire rack to cool completely.
To make the filling, in bowl beat together Butter (1/2 cup), Vegetable Shortening (1/4 cup), Marshmallow Fluff (1 cup) and Vanilla Extract (1 teaspoon) until smooth. Add Powdered Confectioners Sugar (1 cup) and mix until is nice and fluffy. To assemble the cookies, pipe or spread the cream filling on the flat side of half of the cookies and put the remaining cookies on top.