Preheat the oven to 350F with a baking stone inside (or line a baking sheet with parchment paper)
In a large bowl, whisk the dry ingredients together: flour, oats, baking powder, and cinnamon
Use a large bowl and hand mixer or in the bowl of a stand mixer with the paddle attachment to cream the butter and sugar until light and fluffy, about 3-5 minutes
Add the molasses and salt until combined
Mix in the applesauce and vanilla extract, beating on medium speed until well combined, another 3-5 minutes, scraping the sides of the bowl as needed
Gradually add the flour mixture with the mixer on low speed until just combined
Use a 1 tablespoon cookie scoop to scoop the dough into balls and place on the warm stone or lined baking sheets with about 1 inch between each dough ball
Bake each batch of cookies for about 10 minutes, just until the edges are set
Cool on the baking stone or cookie sheet for 5 minutes before moving to a wire rack to cool
Continue with the remaining cookie dough
Cream Filling
Using the paddle attachment on a stand mixer, combine the butter and salt until it is light and fluffy, about 3-5 minutes
Slowly add the powdered sugar until it's mixed in (it will look very dry at this stage)
Add the cream, 1 tablespoon at a time, until the cream is soft
Once the cookies are completely cooled, add a small amount of cream to the flat side of half of the cookies, keeping it about 1/4 inch away from the edges
Gently press another cookie on top of the cream until it sticks and the cream spreads to the edges of each cookie sandwich