Heat oven to 350°F. In large bowl, break up cookie dough. Stir or knead in oats and chocolate chips. Work with half of dough at a time; refrigerate remaining dough until needed.
Drop dough by slightly rounded measuring teaspoonfuls 1 inch apart onto ungreased cookie sheets. Repeat with remaining dough.
Bake 7 to 10 minutes or until edges are light golden brown. Cool 1 minute; remove from cookie sheets. Cool completely, about 10 minutes.
Meanwhile, in small bowl, mix remaining ingredients until well blended.
For each sandwich cookie, spread 1 teaspoon peanut butter mixture on bottom of 1 cookie. Top with second cookie, bottom side down; press together gently. Let stand until filling is set up, about 30 minutes. Store in loosely covered container.