Preheat oven to 350 degrees F. Grease a cookie sheet; set aside. In a bowl, combine flour, baking soda, salt, and baking powder; set aside. In a mixing bowl, beat butter and peanut butter with an electric mixer on medium to high speed until combined. Beat in granulated sugar and brown sugar until fluffy. Beat in egg and vanilla just until combined. Stir in flour mixture and oats just until combined. Drop dough by rounded teaspoons 2 inches apart onto prepared cookie sheet.
Bake for 8 to 10 minutes or until edges are light brown and centers are set. Cool on cookie sheet for 1 minute. Transfer cookies to a wire rack and let cool.
Meanwhile, in a mixing bowl, combine the hot water and salt. Stir until salt dissolves. Add marshmallow creme, shortening, and powdered sugar. Beat with an electric mixer on medium speed until combined.
Using a star tip, pipe marshmallow mixture onto the flat side of half of the cookies. (Or use an offset spatula to spread marshmallow mixture on cookies.) Top each frosted cookie with another cookie, flat side down. Arrange the cookies in the foil loaf pan. Cover with plastic wrap.