Preheat oven to 350 degrees F. Line 2 cookie sheets with parchment paper and set aside.
In the bowl of a food processor, mix flour, oats, cocoa, and apple rings. Process for 2 minutes until incorporated and no oat or apple pieces remain. Set aside.
In the bowl of a standing mixer, cream butter with oil, sugar, molasses, corn syrup, baking powder, baking soda, salt, and spices until well incorporated, approximately 2 minutes. Add egg and beat one minute more.
Reducing speed to low, add all of the dry ingredients, then drizzle in the milk. Turn off the mixer and scrape down the bowl with a rubber spatula, then mix 30 seconds more until combined.
Scoop dough onto the parchment-lined cookie sheet using a small (2 tsp.) cookie scoop. Level off each scoop with the side of the bowl so that the cookie size remains relatively consistent. Leave 1-2 inches between dough scoops, as the cookies will spread considerably in the oven.
Bake for about 8 minutes, or until cookies are puffed, set around the edges, but still quite soft. They will crisp once cooled, so make sure they are not overdone, particularly if you want to simulate a Little Debbie oatmeal cream pie! Let cool completely while you prepare the buttercream.
In the bowl of a standing mixer, cream butter. Add the confectioner's sugar and mix on medium speed for about 1-2 minutes. Pour in heavy cream and vanilla extract, and beat on high 3-4 minutes until fluffy. Add pinch of salt to taste, and mix to incorporate, about 1-2 minutes more.
To assemble the cookies, use the 2 tsp. cookie scoop to scoop buttercream onto the bottom of an oatmeal cookie. Sandwich with another cookie and press to disperse the buttercream. Cookies are best eaten within 2 days (if they last that long).
