Preheat the oven to 350°F. Line 2 large baking sheets with parchment paper and set aside.
Whisk together the flour, oats, baking soda, cinnamon, and salt in a mixing bowl.
With a stand or hand mixer, beat the butter with both sugars until light and fluffy, about 3 minutes. Add in the egg and vanilla and beat to combine.
Gradually add in the dry ingredients, beating after each addition to incorporate. Add the peanut butter and beat until it is incorporated.
Scoop the dough using a 1-inch cookie scoop, roll each scoop into a ball with your hands, and place onto the prepared baking sheets, leaving 2 inches of space between each dough ball. Press the dough balls down slightly until they are about 1½ inches in diameter.
Bake for 10-12 minutes, rotating the pans halfway through, or until the edges of the cookie are golden brown and the tops are slightly cracked. Cool for 10 minutes on the baking sheets and then transfer to a wire rack to cool completely.
For the Filling:
While the cookies are baking, using a stand or hand mixer, beat the peanut butter, butter, sugar, vanilla, and salt until well mixed and fluffy, about 5 minutes.
Refrigerate the filling for 30 minutes or until thoroughly chilled.
Spoon a couple tablespoons of the peanut butter filling on the flat side of half of the cookies. Spread 1-2 teaspoons of jam on the flat side of the remaining cookies. Sandwich the cookie halves together and serve.
Store cookies in an airtight container in the fridge for 2-3 days.