Preheat oven to 350°F. Beat butter and sugars with a heavy-duty stand mixer on medium speed until creamy, about 2 minutes; add eggs and vanilla, and beat until just combined. Whisk together flour, baking soda, salt, and cinnamon in a small bowl; gradually add to butter mixture, beating on low speed just until combined, about 10 seconds. Stir in oats and pecans.

Using a 1 1⁄2-inch cookie scoop, drop spoonfuls of dough 3 inches apart on parchment paper-lined baking sheets. (Or use your hands to shape dough into 2-inch balls.) Bake in preheated oven until golden but still soft in center, 9 to 10 minutes. Cool 1 minute on baking sheets; remove cookies to wire racks, and cool completely, about 20 minutes.

Prepare the Salted Caramel Buttercream: Microwave 16 caramel candies (such as Kraft) and 1 Tbsp. heavy cream in a microwave-safe bowl on HIGH until mixture is smooth and melted, about 1 minute, stirring at 3-second intervals. Stir in 1 additional Tbsp. cream. Cool at room temperature until lukewarm, about 30 minutes. Beat 1⁄2 cup softened salted butter and 3 oz. softened cream cheese with an electric mixer on medium speed until creamy; add 2 tsp. vanilla extract and 1⁄2 tsp. kosher salt; beat until combined. Gradually add 1 (16-oz.) pkg. powdered sugar alternately with caramel mixture, beating on low speed until blended after each addition. Add 1 Tbsp. cream, 1 tsp. at a time, to reach desired consistency, if needed.

Pipe or spread about 1 1⁄2 tablespoons Salted Caramel Buttercream on 1 flat side of half of cooled cookies; top with remaining cookies, flat side down, pressing gently.