Preheat oven to 350 degrees. In a mixing bowl, whisk together flour, oats, cocoa powder, cornstarch, baking powder, baking soda, salt, cinnamon, nutmeg and ginger, set aside. In the bowl of an electric stand mixer fit with the paddle attachment, whip together butter, shortening, sugar and molasses on medium-high speed until pale and fluffy, about 2 minutes. Stir in eggs, mixing until combine after each addition. Mix in vanilla and coconut extract. Slowly add in dry ingredients and mix until well combine. Stir in a bit of food coloring if desired (more yellow than red if using. You won't need much at all - a little goes a long way). Scoop dough out about 2 Tbsp at a time and shape into balls (or drop on cookie sheet without shaping), transfer to a Silpat lined baking sheet, fitting 9 per sheet. Bake in preheated oven 10 - 12 minutes (cookies should still be soft, not fully set - don't over bake). Allow to cool several minutes on baking sheet before transferring to wire rack to cool. Cool completely then spread marshmallow buttercream filling along bottom side of one cookie and sandwich to the bottom side of another cookie. Store cookies in an airtight container at room temperature.
For the marshmallow buttercream filling: In the bowl of an electric stand mixer fit with paddle attachment, whip butter and shortening on medium-high speed, until pale and fluffy, about 3 - 4 minutes. Add powdered sugar and blend on low speed until combine, then increase speed to medium-high and whip for 1 minutes. Mix in marshmallow creme.
Pulse the oats until ground to about half their original size. I just used my mini food processor for this and pulsed about 15 times.