Preheat oven to 350 degrees F. In a medium bowl whisk together the flour, oats, cinnamon, baking soda, baking powder, nutmeg and salt.
In a different bowl, use an electric mixer to beat the butter and brown sugar together. Mix in the eggs and vanilla. Slowly mix in the dry ingredients until well combined, scraping the sides as needed.
Drop tablespoon amounts of batter onto a cookie sheet (we like these to be small since you get two cookies with each serving!). Bake for 9 to 12 minutes, until just beginning to turn golden brown. Transfer to a wire rack and cool completely before adding the marshmallow creme.
For the Marshmallow Creme Filling
Pour the cold water into the bowl of an electric mixer (or another large mixing bowl). Sprinkle in the 3 packs of gelatin and set aside. It will go to work on its own and start to harden while you work on the other part of the recipe.
Meanwhile, combine the syrup and salt in a small pot over high heat and insert a candy thermometer. As soon as the syrup starts to bubble, lower the heat to medium or medium-low and stir frequently (to avoid it spilling over and catching fire) until the temperature on the thermometer reaches 240 degrees F. This process can take 15 to 20 minutes, or even longer, and is not something you can leave unattended so pull up a chair!
As soon as the syrup reaches the desired temp, turn the mixer onto low and slowly pour the hot syrup into the gelatin mixture. I used a stainless steel 1/2 cup measuring cup to carefully add the syrup little-by-little without burning myself or making a huge mess. At first, it will still resemble a bubbly brown syrup, but keep watching because it will soon change like magic right before your eyes!
Turn the mixer onto high and whip until it thickens and looks like "marshmallow fluff," about 10 minutes. Add vanilla extract and whip 1-2 minutes longer.
Immediately transfer to a piping bag and pipe onto to the bottom of a cookie. Top with the bottom of another cookie to create a "sandwich" and repeat. While you are working the remaining fluff in the bowl may start to dry out and set into marshmallows. Simply heat in batches in the microwave (10 or 20 seconds is all it takes) to bring it back to a gooey consistency. Note: If you have leftover filling spread it into a greased baking dish, let it set overnight, and then cut into marshmallow squares.