Preheat the oven to 350°F (175°C) and line two baking sheets with parchment paper.
In a large bowl, whisk together flour, sugar, baking powder, baking soda, cinnamon, and salt.
In another bowl, mix pumpkin puree, vegetable oil, egg, and vanilla extract until smooth.
Combine the dry ingredients with the wet ingredients until just mixed.
Drop heaping tablespoons of dough onto the prepared baking sheets, spaced about 2 inches apart.
Bake for 12-15 minutes or until the pies are firm. Let cool on the baking sheets.
For the filling, beat cream cheese and butter until smooth and creamy.
Add powdered sugar and vanilla extract, beating until blended.
Spread or pipe filling onto half of the cooled pies. Top with another pie to create a sandwich.
Serve immediately or store in an airtight container in the refrigerator.