Preheat oven to 375 and line a cookie baking sheet with parchment paper.

Beat butter on medium-high speed until light and fluffy. Add both sugars and beat for another minute.

Add eggs, one at a time, mixing well after each addition. Scrape sides and bottom of the bowl.

Lower the speed to slow and add vanilla extract, flour, baking soda and salt. Scrape out vanilla beans and it to the batter. Mix it in on low speed until just until incorporated.

Add oats and coconut flakes, while still on low speed, just until incorporated.

Scoop cookie dough onto the prepared cookie sheet, using a cookie scoop (#50 scoop will work well).

Bake for 10-12 minutes, until golden.

Cool cookies completely on the wire rack before adding the filling.

Using a whisk attachment, beat butter on medium-high speed until light and fluffy. Pour in heavy cream while still beating the butter. Beat until all incorporated and light. Lower the speed to low and add powdered sugar and marshmallow fluff. Beat of low until sugar is incorporated and raise the speed to medium-high. Beat for about a minute and add coconut flakes. Beat until incorporated throughout. Set aside until ready to fill the cookie sandwich.

Once the cookies are cooled completely, scoop some filling into one cookie and cover it with another cookie.