In a large bowl, whisk together the flour, rolled oats, baking powder, cinnamon, and salt.
Cut the cold butter into small cubes and rub it into the dry ingredients until the mixture resembles coarse crumbs.
Add the powdered sugar, honey, vanilla extract, and egg. Knead the dough until it comes together.
Wrap the dough in plastic wrap and chill in the refrigerator for 30 minutes.
Preheat your oven to 350°F (180°C) and line a baking sheet with parchment paper.
On a lightly floured surface, roll out the dough to a thickness of 3-4 mm. Cut out circles or linzer shapes using cookie cutters.
Place the cookies on the prepared baking sheet and bake for 12-15 minutes, or until golden brown.
Let the cookies cool completely, then spread honey or jam on the flat side of half of the cookies and top with the remaining cookies to form sandwiches.
Dust with powdered sugar before serving for a beautiful presentation.
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