Preheat your oven to 350°F and line a baking sheet with parchment paper.
In a medium bowl, whisk together the flour, quick oats, baking soda, cinnamon, and salt.
In a separate large mixing bowl, beat the vegan butter, brown sugar, and cane sugar for about 3 minutes, until light and fluffy.
Mix in the molasses, applesauce, and vanilla extract until fully combined.
Add the dry ingredients to the wet ingredients and mix just until no dry flour remains.
Scoop the dough into evenly sized balls and place them on the prepared baking sheet, leaving room for the cookies to spread.
Bake for 9 minutes, until the edges are set and the centers still look slightly soft.
Let the cookies cool completely on the baking sheet.
To make the filling, beat the vegan butter for about 10 minutes, scraping down the sides of the bowl as needed.
Add the powdered sugar, marshmallow fluff, almond milk, vanilla extract, and a dash of salt. Beat for another 5 minutes, until light and fluffy.
Spread or pipe the filling onto the flat side of one cookie, then top with another cookie to make a sandwich. Repeat with the remaining cookies.