Using a hand mixer or a stand mixer fitted with paddle attachment, cream the softened butter and sugar together on medium speed until smooth, about 2 minutes. Add the egg and mix on high until combined, about 1 minute. Scrape down the sides and bottom of the bowl as needed. Add the vanilla and molasses and mix on high until combined. Set aside.
In a separate bowl, whisk the flour, baking soda, cinnamon, and salt together. Add to the wet ingredients and mix on low until combined. Beat in the oats, on low speed.
Preheat oven to 350°F (177°C). Line baking sheet with parchment paper. Set aside.
Spoon the mixture into mounds onto the baking sheet, about 2 teaspoons per mound. Space them about 2 inches apart.
Bake for 8 to 12 minutes until lightly browned on the sides. The centers will look very soft and under-baked. Remove from the oven and let cool on baking sheet for 10 minutes.
Spread 1 tablespoon of marshmallow fluff onto the bottom of one cookie and top with another cookie to create the whoopie pie. Repeat for more portions.