In a medium bowl, whisk or sift together flour, baking powder, baking soda and salt.
In the bowl of a stand mixer using the paddle attachment, beat the butter, brown sugar and sugar until light and fluffy.
Whisk the egg into the butter mixture until fully incorporated.
With the mixer running, beat in the flour mixture, a little at a time, until combined.
Gently stir in the oats to incorporate.
Spread batter onto a 9X13-inch baking sheet lined with parchment and bake for about 20 minutes, until golden.
Cool to touch on a rack, then crumble the cookie.
To make the crust:
Combine the crumbled cookie, butter, brown sugar and salt in a large food processor and pulse until evenly combined. You may find it necessary to use your hands to make sure the butter is fully incorporated. Crust should be moist and hold together when clumped in your fingers.
Divide the crust between two 10-inch pie pans. Press crust mixture into the pan and on the sides to form a thin even layer.
Set crusts aside while you prepare the filling.
To make the pie filling:
Heat the oven to 350 degrees.
In a large bowl or mixer, whisk together sugar, brown sugar, salt and milk powder.
Whisk in the melted butter, then whisk in the heavy cream and vanilla.
Gently whisk in the egg yolks, being careful not to add too much air.
Divide the filling evenly between the two pie crusts.
Bake the pies, one at a time, for 15 minutes each in a 350 degree oven, then reduce the temperature to 325 degrees and bake pies separately until the filling is slightly jiggly and golden brown, 10 to 20 minutes. Keep a careful watch. The pie will not be fully set.
Remove pie from oven and cook on a rack.
Repeat with second pie.
Refrigerate cooled pies until chilled, preferably overnight.