Preheat oven to 350 F. In a bowl, beat together the butter and vanilla until creamy. Add the eggs and almond milk and continue to mix until well incorporated.
Add the box of King Arthur Gluten free Cookie Mix, rolled oats, and cinnamon to the bowl and mix until no flour clumps remain.
Using a medium sized cookie scoop (2 Tbsp), place balls of dough on a baking sheet lined with parchment paper. Bake in the oven for 12 minutes until the edges start to turn golden brown. Allow cookies to cool completely before adding the filling.
For the filling, beat the softened cream cheese in a bowl. Slowly add the powdered sugar, ½ cup at a time. Pour in the vanilla and 1 tablespoon of the almond milk. Continue to mix until thick and smooth. If it's too thick, add another tablespoon of almond milk.
Spread the filling onto the bottom of one of the cookies. Then place another cookie on top to create a sandwich. Repeat with remaining cookies.