Step 1

Preheat oven to 350°F. Cover two or more large cookie sheets with parchment paper.

Step 2

In a large bowl, toss together the oats and baking soda. In the bowl of an electric mixer, cream together the peanut butter and softened butter. Add the sugars and beat again. Add the eggs and vanilla; beat well. Pour in the oat mixture and mix on low speed until just combined. Stir in the chocolate chips and candy pieces.

Step 3

Scoop two tablespoons of dough per cookie and place on the prepared cookie sheets. Add a few extra M&Ms on top of the cookies before baking, if desired. (This makes them pretty.)

Step 4

Bake the cookies for 10 to 12 minutes. Let the cookies stand on the cookie sheets until firm, about 7 minutes. Transfer to wire racks and let them cool completely.

Step 5

Combine the first four ingredients in the bowl of an electric mixer fitted with the whip attachment. Beat until incorporated. Add the vanilla extract and mix again. Add the milk one tablespoon at a time with the mixer running on medium-low, until the mixture comes to piping consistency. Add more or less milk as needed.

Step 6

Find two similar shaped monster cookies and pipe a generous amount of filling on the flat side of one cookie, top with a second cookie. Repeat the process until you have approximately 12 sandwich cookies. Store the cookies in an airtight container.