Preheat the oven to 350°F. Line large baking sheets with parchment paper or silicone baking mats.
In the bowl of a stand mixer fitted with a paddle attachment, or using a hand mixer, cream together the butter and brown sugar on medium-high speed until light and fluffy, about 2-3 minutes.
Add the eggs, vanilla, baking soda, salt, cinnamon and nutmeg and beat until smooth, about 1 minute. Scrape down the sides and bottom of the bowl.
With the mixer running on low, slowly add the gluten-free flour and mix until well-combined. Scrape down the sides and bottom of the bowl, then mix again until fully incorporated. Mix in the quick oats.
Scoop the cookie dough into round balls, 1½ tablespoons per ball. Place on the prepared baking sheets, about 3 inches apart.
Bake for 9-11 minutes, until the centers are just set and the edges turn golden. Do not overbake! You want the cookies to be soft and chewy.
Remove from the oven and cool on the baking sheets for 10 minutes. Transfer to a wire rack to cool completely.
For the eggnog cream filling: In the bowl of a stand mixer fitted with a whisk attachment, or using a hand mixer, mix together the butter, powdered sugar, marshmallow creme, vanilla, cinnamon and nutmeg until very thick and creamy, 2-3 minutes.
Add the eggnog, one tablespoon at a time, until you reach a fluffy, spreadable consistency.
Spread 2 tablespoons of filling onto the flat sides of half the cookies. Place the remaining cookies on top, flat side down, to create sandwiches. To set the filling, refrigerate the cookies for about 30 minutes.