Preheat oven to 350 degrees. Line a baking sheet with parchment paper and set aside.
Combine all the ingredients in a large mixing bowl until just combined. Roll 1/4 inch thick on a lightly floured surface. Using a 2 inch round cookie cutter, cut into circles and place on the prepared baking sheet. Bake for 10 minutes. Remove from oven and cool completely.
For the Pumpkin Filling
Combine all ingredients in a mixer and whip on medium speed until creamy. Spoon 1 tablespoon of the filling onto half of the cookies. Place a second cookie on top to make a cookie sandwich. Place in the refrigerator for 1 hour, or just until the filling begins to firm. Store covered in the refrigerator.