Cream your butter and sugars into a stand or electric mixer until well combined. Add eggs and vanilla mixing until well combined.
In a large bowl, mix flour, oats, baking soda and salt until combined. Slowly add to wet ingredients along with chocolate and peanut butter chips.
Scoop dough onto prepared baking sheet about 1 inch apart. Press cookies down to about ½ inch before baking.
Bake for 10-12 minutes at 350, until edges start to turn golden brown. Let cool on baking sheet for 10 minutes before transferring to cooling rack. Let cool completely.
For the filling:
Beat softened butter with an electric mixer until smooth. Slowly add powdered sugar, beating after each addition. Add vanilla, heavy cream, and Nutella, and mix until smooth and creamy.
Frost half of your cookies with frosting on the flat/bottom side. Dip edges in your favorite sprinkles and top with another cookie to create the sandwich.