In a large bowl, whisk the melted butter, brown sugar, and molasses until combined, then whisk in the egg and egg yolk.
Add the dry ingredient mixture and stir with a spatula until a soft dough forms.
Cover the bowl and chill for 30 minutes.
Preheat the oven to 350ºF with racks in the upper and lower third. Line two baking sheets with parchment.
Divide the dough into 32 portions, about 1 tablespoon (24g) each, and roll them into neat balls. Place the dough balls on the baking sheets, spaced evenly apart, 16 cookies per pan. (If you use a Tablespoon Scoop to portion the dough, it can be scooped directly onto the prepared pan, without rolling.)
Bake the cookies for 13 to 14 minutes, rotating the pans halfway through baking, until the edges are set and the centers still look underbaked (they will firm up as they cool); the cookies won't have taken on any color. Let the cookies cool completely on the pan while you prepare the marshmallow filling.
To make the marshmallow: In a small bowl, place 1/3 cup (76g) of the cold water and then stir in the gelatin. Set aside.
In a small pot, combine the sugar and corn syrup. Add the remaining 1/3 cup (76g) water; it should cover all of the sugar and have the consistency of wet sand.
Cook the mixture over medium heat without stirring; once it reaches 180ºF (about 5 minutes), begin whipping the egg whites to soft peaks in a stand mixer fitted with the whisk attachment, all while continuing to cook the sugar mixture. Once the sugar mixture reaches 240ºF on a candy thermometer or digital thermometer, another 4 to 5 minutes, remove from the heat, whisk in the bloomed gelatin and begin streaming it slowly into the mixer bowl, pouring it down the side, while mixing on medium-low speed.
Increase the speed to high and whip until the mixture is completely cooled, light, and fluffy, 11 to 12 minutes. Add the vanilla and mix on high until evenly distributed.
Using a greased 2 Tablespoon Scoop, generously portion the marshmallow filling onto the flat side of half the cookies, then sandwich another cookie on top of each. Alternatively, fill the cookies by adding the marshmallow to a piping bag fitted with a round tip or snip a 1/2" opening at the bottom of the piping bag. Pipe a generous amount of filling (1 1/2 to 2 1/2 tablespoons or 13g to 22g) onto the flat side of half the cookies, then sandwich another cookie on top. You’ll have about 2 1/2 cups to 3 cups (225g to 270g) of leftover marshmallow filling; see “tips,” below for details on using it to make homemade marshmallows.
Let the oatmeal cream pies set for at least 10 minutes before serving.
Storage information: Store leftover oatmeal cream pies in an airtight container at room temperature for up to 3 days.
