1. Preheat the oven to 350°F. Line a large baking sheet with parchment paper; set aside.
2. Cream the butter and brown sugar together in a large mixing bowl until light and fluffy. Add the egg and vanilla and beat until blended.
3. In a medium bowl, combine the flour, cinnamon, ginger, baking soda, salt, and nutmeg; set aside.
4. In a small bowl, combine the oil, molasses, and sour cream.
5. Alternately mix the flour mixture and molasses mixture into the creamed butter just until combined.
6. Drop 2 tablespoons of batter about 2 inches apart on the baking sheet. Bake for 14 – 16 minutes or until they spring back when touched in the center. Cool completely on a wire rack before you add the filling.
To make the filling:
1. In a large mixing bowl, beat the butter and confectioner’s sugar on medium speed until fluffy. Add the vanilla, salt, and Marshmallow until combined.
2. Add a rounded tablespoon of the filling on the center of the flat side of the cake-like cookie. Top with the flat side of another cookie and press together slightly.