In a large mixing bowl whisk together flour, oats, cornstarch, baking powder, baking soda, salt, cinnamon, nutmeg, ginger, and cloves; set aside.
In the bowl of an electric stand mixer fit with the paddle attachment, whip together the butter, coconut oil, sugars, and molasses on medium-high speed until light and fluffy; about 2 minutes.
Add in eggs and egg yolks, one at a time, beating well after each addition.
Mix in vanilla.
Slowly add the dry ingredients into the wet mixture, beat on low until just combined; about 25 seconds.
Cover dough with saran wrap and place bowl in the refrigerator to chill for at least one hour - up to 4 hours.
When ready to bake, preheat oven to 350 degrees (F). Line 2 large baking sheets with parchment paper.
Scoop 2 tablespoons sized balls of dough out, roll them into balls, sprinkle with sugar, and place on prepared baking sheet. Repeat with all dough, leaving 2 1/2 inches in between cookies (they spread a lot!). Bake in preheated oven for 9-11 minutes, or until set at the edges but still slightly jiggly in the center.
Allow cookies to cool 10 minutes on the baking sheet before transferring to wire rack to cool completely. Once cookies are cooled, spread the marshmallow buttercream along the bottom side of one cookie (just a tablespoon or so will do) and sandwich to the bottom side of another cookie. Store cookies in an airtight container at room temperature.
For the marshmallow buttercream filling:
In the bowl of an electric stand mixer fit with paddle attachment, whip butter and coconut oil on medium-high speed, until light and fluffy, about 3 minutes. Gradually add in the powdered sugar and blend on low speed until combined. Once all the sugar has been added, increase the speed to medium-high and whip for 2 minutes. Mix in marshmallow creme and vanilla, beat until just combined.