Make the Oat Cookie: Preheat oven to 350 degrees F (177 degrees C). Line a cookie sheet with parchment paper or a silicone baking mat.
Combine the butter and sugars in the bowl of a stand mixer fitted with the paddle attachment and cream together on medium-high speed for 2 to 3 minutes, until fluffy and pale yellow. Scrape the sides of the bowl and, on low speed, at the egg yolk and increase the speed to medium-high and beat for 1 to 2 minutes, until the mixture is pale white.
Again, scrape down the sides of the bowl and, on low speed, add the flour, oats, salt, baking powder and baking soda. Mix until the dough comes together and there are no remnants of dry ingredients, about 1 minute.
Turn the dough out onto the prepared baking sheet and, using an offset spatula, spread to a ¼-inch thickness (it won't take up the entire sheet). Bake for 15 minutes, or until the middle of the cookie is puffed, but the edges are firmly set. Cool completely before using.
Make the Crust: Preheat the oven to 350 degrees F (177 degrees C). In a large bowl, break up the oat cookie into small crumbs resembling wet sand. Add the brown sugar and salt and stir to combine. Add the butter and use a rubber spatula to stir and press the mixture against the sides of the bowl until a cohesive mass forms. If the crust is not moist enough to form a cohesive mass, melt an additional 1 to 1½ tablespoons of butter and mix in as before.
Divide the oat cookie crust between two pie plates and press firmly into the pie plates, making sure that the bottom and sides are evenly covered. (If not using immediately, the pie shells can be wrapped in plastic wrap and refrigerated for up to 2 weeks.)
Make the Pie Filling: Combine the sugar, brown sugar, milk powder, cornstarch and salt in the bowl of a stand mixer fitted with a paddle attachment and mix on low speed until evenly blended. Add the melted butter and mix for 2 to 3 minutes, until all of the dry ingredients are moist. Scrape down the sides of the bowl and add the heavy cream and vanilla, then continue to mix on low speed for 2 to 3 minutes, until no white streaks remain. Add the egg yolks and mix on low speed just long enough to combine, ensuring that the mixture is glossy and homogenous, but do not over mix! (If not using immediately, the filling can be stored in an airtight container and refrigerated for up to 1 week.)
Bake the Pie: Place the prepared pie plates on a sheet pan. Divide the filling evenly between the pie crusts; the filling should only fill the plates about ¾ of the way full. Bake for 15 minutes, until the pies are golden brown on top but still very jiggly.
Open the oven door and reduce the oven temperature to 325 degrees F (163 degrees F). Leave the pies in the oven and the oven door open until the temperature reaches 325 degrees F. Once it does, close the oven door and bake for 5 to 10 minutes longer, until the pies are jiggly in the very center, but set around the outer edges.
Remove the pies from the oven and place on a wire rack to cool to room temperature. Freeze the pies for at least 3 hours or overnight (this step condenses the filling and is a required step). Transfer the pies from the freezer to the refrigerator for at least 1 hour before serving. (If not using immediately, the pies can be wrapped in plastic wrap and kept in the refrigerator for up to 5 days or in the freezer for up to 1 month.)
Just prior to serving, dust the pie with powdered sugar. Serve with a dollop of whipped cream.