For the cookies:

1. In a medium size bowl, mix together flour, oats, baking soda, cinnamon, ginger, nutmeg and salt. Set aside.
2. Using an electric stand mixer fitted with the paddle attachment, cream together butter with both sugars, until combined. Mix in the egg and vanilla extract.
3. Set mixer on low speed and slowly add in the flour mixture and mix just until combined. Stir in the grated carrots, then fold in walnuts. Cover the bowl and chill the dough for about 1 hour.
4. Preheat the oven to 350°F (180°C) and line a large baking sheet with parchment paper.
5. Shape balls, using 2 tablespoons of dough for each of them, then place on the prepared baking sheet, spacing cookies about 2-inches apart.
6. Bake for about 12 – 13 minutes, or until center is set. Allow to cool on baking sheet for a few minutes, then transfer to a wire rack to cool.

For the cream cheese filling:

1. In the bowl of an electric stand mixer fitted with the paddle attachment, whip together cream cheese, butter and salt until smooth and fluffy.
2. Stir in vanilla and powdered sugar and continue to whip until smooth and very fluffy.
3. Sandwich 2 cookies together with the cream cheese filling, and enjoy!