01 - Preheat oven to 350°F. Line a rimmed baking sheet with parchment paper.
02 - In a large mixing bowl, beat the softened butter, light brown sugar, and granulated sugar together until pale, light, and fluffy. Add the egg and mix until fully incorporated.
03 - Fold in the rolled oats, all-purpose flour, baking powder, baking soda, and salt. Stir until the dry ingredients are just combined and no flour streaks remain.
04 - Spread the cookie dough evenly across the prepared baking sheet into a thin, even layer. Bake for 15 minutes until the surface is golden brown. Allow to cool completely on the pan.
05 - Crumble the cooled oat cookie into fine crumbs. Add 3 tablespoons of melted butter and mix until the crumbs are evenly moistened. Press the mixture firmly into the bottom and up the sides of a 9-inch pie pan to form a uniform crust.
06 - Lower the oven temperature to 325°F.
07 - In a large bowl, whisk together the melted butter, granulated sugar, light brown sugar, dry milk powder, all-purpose flour, and salt until smooth. Add the egg yolks, whole egg, and vanilla extract, then stir gently until just combined. Avoid overmixing.
08 - Pour the filling into the prepared oat cookie crust. Bake for 30 to 35 minutes, until the edges are set and the center still has a slight wobble when gently shaken.
09 - Transfer the pie to a wire rack and cool completely at room temperature. Refrigerate for at least 2 hours, preferably overnight, to allow the filling to set to a dense, chewy consistency.
10 - Just before serving, dust the surface generously with powdered sugar. Slice into wedges and serve chilled, optionally accompanied by unsweetened whipped cream.