01 - Preheat oven to 350°F. Line a rimmed baking sheet with parchment paper and set aside.
02 - In a mixing bowl, cream together the softened butter, light brown sugar, and granulated sugar until smooth and well combined. Beat in the egg until fully incorporated. Add the rolled oats, all-purpose flour, baking powder, baking soda, and fine salt; mix until a uniform dough forms.
03 - Spread the cookie dough evenly across the prepared baking sheet into a thin, flat layer. Bake for 15 minutes or until the surface is golden brown. Allow to cool completely on the pan.
04 - Break the cooled oat cookie into rough pieces and transfer to a food processor. Pulse until fine crumbs form. Add the melted butter, light brown sugar, and salt; pulse until the mixture is evenly combined and holds together when pressed between your fingers.
05 - Transfer the crumb mixture to a 9-inch pie dish, pressing it firmly and evenly across the bottom and up the sides. Place the assembled crust on a baking sheet and set aside.
06 - Lower the oven temperature to 325°F to prepare for baking the filled pie.
07 - In a large bowl, whisk together the granulated sugar, light brown sugar, dry milk powder, all-purpose flour, and salt until evenly distributed. Pour in the melted butter and stir until the mixture is uniform and no dry pockets remain. Add the heavy cream and vanilla extract, whisking to incorporate.
08 - Gently whisk in the egg yolks until just combined. Take care not to overmix, as introducing excess air can cause the filling to puff and crack during baking.
09 - Pour the filling into the prepared oat cookie crust. Bake for 25 to 30 minutes, until the edges are firmly set but the center still has a slight, gentle wobble when nudged.
10 - Remove the pie from the oven and allow it to cool completely on a wire rack. Once at room temperature, refrigerate for at least 2 hours or ideally overnight to allow the filling to fully set for clean, even slices.
11 - Just before serving, dust the surface generously with powdered sugar. Slice with a hot knife for the cleanest portions.