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. In the bowl of an electric stand mixer, whip together butter, shortening, sugar, and molasses until pale and fluffy, about 2 minutes. Add eggs one at a time, mixing well after each. Stir in vanilla and coconut extracts. Gradually add dry ingredients and mix until combined. Scoop dough into 2 Tbsp balls and place on a parchment-lined baking sheet, fitting 9 per sheet. Bake for 10-12 minutes. Let cool completely before assembling.

For the marshmallow buttercream: whip butter and shortening on medium-high until pale and fluffy (~3-4 min). Gradually add powdered sugar and mix until combined. Beat in marshmallow fluff. Spread filling onto the bottom of one cookie and top with another to form sandwiches.