In a large mixing bowl, combine brown sugar, granulated sugar, melted butter, molasses, egg and apple pie spice. Beat at medium speed until well-blended. Stir in grated pressed apple.
In a separate bowl, combine flour, oats and baking soda. Add gradually to creamed mixture and beat until well-blended.
Transfer to the refrigerator and chill 30 minutes - 1 hour.
For the cream filling, in a medium bowl combine butter, cream cheese, and vanilla. Beat on low speed until smooth and thoroughly blended, about 1 minute.
Add powdered sugar and apple pie spice, mixing until smooth, about 1 minute, then beat on medium speed 1 minute to lighten the frosting.
Add 2 jars Marshmallow Creme to frosting and mix until smooth.
Transfer to the refrigerator and chill 30 minutes - hour.
Preheat oven to 350°F. Line 2 baking sheets with parchment paper and set aside.
Remove dough from refrigerator and drop by 2 inches apart onto prepared baking sheets. (I used a 2 Tablespoon cookie scoop.)
Bake for 12-14 minutes or until center is just set. Transfer to wire racks to cool completely.
Assemble the cream pies by spooning 2-3 Tablespoons cream filling between 2 cookies and pressing together.
Refrigerate, covered, until ready to eat.