Preheat the oven to 350 degrees.
In the bowl of an electric mixer, add the ½ cup unsalted butter, 2 tbsp molasses, and ¾ cup brown sugar and cream together on medium speed until light and fluffy, about 2 minutes. Add the 1 egg and 1 tsp vanilla extract and beat until combined.
¾ cup brown sugar, 2 tbsp molasses, ½ cup unsalted butter, 1 egg, 1 tsp vanilla extract
In a separate bowl, whisk together the ¾ cup all purpose flour, ¼ tsp baking powder, and 1 tsp salt.
¾ cup all purpose flour, ¼ tsp baking powder, 1 tsp salt
Add the flour mixture to the butter mixture and mix on low speed until almost fully combined. Stir in the 1 ½ cups old fashioned oats with a spatula until evenly incorporated.
1 ½ cups old fashioned oats
Use your hands to form 20-24 even sized dough balls. Place the balls two inches apart on a large cookie sheet or two smaller ones lined with parchment paper. Bake for 10-12 minutes.
Meanwhile, start the filling by beating the ½ cup unsalted butter in an electric mixer on medium speed for about 2 minutes. Add the 2 tbsp eggnog and 2 tbsp heavy cream and beat for another 2 minutes until smooth. Keep your eye on this mixture because it can seize up quickly.
½ cup unsalted butter, 2 tbsp heavy cream, 2 tbsp eggnog
Add the 3 cups powdered sugar 1 cup at a time, beating on low speed and fully combining between cup. Once incorporated, add the 1 tsp rum extract and 1 tsp cinnamon and beat the filling for an addition 2-3 minutes until fluffy.
3 cups powdered sugar, 1 tsp rum extract, 1 tsp cinnamon
When the cookies are done, let them cool at room temperature for at least 30 minutes or until they are no longer warm to the touch.
Fill a piping bag fitted with a 1 inch tip with the filling. Pipe about 2 tbsp of filling onto half of the cookies in a circular motion. Sandwich each with a corresponding bare cookie, slightly pressing down until the filling fills the the edge.