Combine the marshmallow creme, vanilla extract, powdered sugar, and softened butter in a mixing bowl.
Mix well on a low setting and then beat on high for about two minutes until the mixture becomes fluffy.
Let the filling chill in the fridge while you bake and cool the cookies.
For the cookies
Begin by preheating your oven to 350 degrees.
In a large mixing bowl add the flour, sugar, oats, corn starch, salt, baking powder, baking soda, cinnamon, and nutmeg. Mix well with a large spoon.
Add in the shortening, butter, vanilla extract, eggs, and molasses.
Mix well with a hand mixer until while combined. Add the dough (about two tablespoons) to a greased whoopie pie pan or you can form balls and use a regular baking sheet (grease it well).
Bake at 350 degrees for 10 to 12 minutes.
Use a butter knife to spread the mixture on the bottom of half of the cooled cookies and then press them together.
Refrigerate for about 20 to 30 minutes before serving. Store any left over cookies in the refrigerator for up to three days.