Preheat oven to 350 degrees F. Line two baking sheets with parchment paper, set aside.
In a medium bow, whisk or sift together the flour, baking powder and baking soda. Set aside. In the bowl of an electric mixer, fitted with the paddle attachment, cream the butter and peanut butter together until smooth. Add both sugars and beat on high until light and fluffy, about 5 minutes. Add the egg and vanilla and stir until well combined. Add the flour all at once, and mix on low until just incorporated. Stir in the chopped peanuts and oats.
Using a 2-inch in diameter ice cream scoop to place balls of cookie dough onto the prepared baking sheets, leaving about three inches of space in between each. Bake until lightly golden brown around the edges, about 10 minutes. Remove from oven and allow to cool down completely. Transfer to a cooling rack to continue cooling.
To make the filling, stir the butter and peanut butter on high until smooth. Add the powdered sugar and beat until creamy. Using a butter knife, spread the filling onto half of the cookies, then sandwich together with the remaining cookies. Place in fridge or freezer and let set for about 20 minutes before serving. Eat right away or store leftovers in an airtight container or resealable bag until ready to serve.