Preheat the oven to 350°F and line two baking sheets with parchment paper.
Beat the butter, brown sugar and molasses on medium speed until fluffy, about 2 minutes. Beat in the egg and vanilla until smooth.
In a separate bowl, whisk the oats, flour, protein powder, baking soda, cinnamon and salt. Add to the wet mixture and mix on low just until no dry streaks remain, then chill the dough for 15 minutes.
Scoop heaping tablespoons of dough onto the baking sheets, 2 inches apart, for about 24 cookies, and flatten each one slightly with your palm. Bake for 8 to 10 minutes, until the edges are set but the centers still look slightly underdone.Pulling them early is the secret to that soft, melt-in-your-mouth texture. Let them cool on the sheets for 5 minutes, then transfer to a rack to cool completely.
For the filling, beat the butter until creamy, then add the powdered sugar, protein powder and vanilla and beat until smooth. Add the marshmallow creme and beat for 1 to 2 minutes, until light and fluffy.
Match the cookies into pairs of similar size. Spread or pipe a generous tablespoon of filling onto the flat side of half the cookies, then press the remaining cookies on top.Chill for 20 minutes to set the filling, then store in an airtight container for up to 4 days.