Preheat oven to 350 degrees F. Spread oats on a rimmed baking sheet; bake until golden, tossing occasionally, about 10 minutes. Transfer to a bowl; stir in flours and salt. With an electric mixer, beat butter and brown sugar on medium until fluffy. Add vanilla; beat to combine. Scrape down bowl. Add oat mixture; beat until blended. Form dough into a disk, wrap in plastic, and chill until firm, and 2 hours.
Preheat oven to 325 degrees F, with racks in upper and lower thirds. On a lightly floured surface, roll out dough 1/8 inch thick, dusting lightly with flour as needed. Cut out cookies with a 2-inch heart-shaped cookie cutter; place 1/2 inch apart on two parchment-lined baking sheets.
Bake until cookies are golden around edges, 12 to 15 minutes, rotating sheets halfway through. Let cool 5 minutes, then transfer cookies to a wire rack to cool completely. Repeat with remaining dough, chilling if too soft (reroll and cut scraps).
Spread filling on flat side of half the cookies; top with remaining cookies. Sandwiches can be stored in an airtight container at room temperature up to 2 days.
Active Time: 30 minutes
Total Time: 3 hours 30 minutes
The addition of whole-wheat flour and rolled oats makes these crisp wafers more wholesome; toasting the oats before mixing them into the dough deepens their flavor. The cookies are sandwiched with chocolate-hazelnut cream; jam in any flavor would taste just as sweet.