Preheat the oven to 350°F (175°C). Line two baking sheets with parchment paper.
In a large bowl, cream together 1 cup softened butter and light brown sugar until light and fluffy, about 3 minutes.
Add the egg and 1 teaspoon vanilla extract to the butter and sugar mixture and beat until combined.
In a separate bowl, whisk together the all-purpose flour, baking soda, baking powder, ground cinnamon, ground nutmeg, and salt.
Gradually add the dry ingredients to the wet ingredients, mixing until just combined.
Stir in the rolled oats and buttermilk until the batter is evenly mixed.
Drop rounded tablespoons of batter onto the prepared baking sheets, spacing them about 2 inches apart.
Bake for 10 to 12 minutes, or until the edges are golden and the centers are set.
Remove from the oven and allow the cookies to cool on the baking sheets for 5 minutes before transferring them to a wire rack to cool completely.
To make the filling, beat 1/2 cup softened butter in a medium bowl until creamy.
Gradually add powdered sugar, beating until smooth.
Add 1 teaspoon vanilla extract and 3 tablespoons heavy cream, and beat on high speed until light and fluffy, about 3 minutes.
Once the cookies are completely cool, spread or pipe a generous amount of filling onto the flat side of one cookie.
Top with a second cookie, flat side down, and gently press together to form a whoopie pie.
Repeat with remaining cookies and filling.
Serve immediately or refrigerate in an airtight container for up to 3 days.