Preheat the oven to 350°F.
In a medium bowl, beat 6 Tbsp. butter, 1/4 cup brown sugar and the white sugar for 1-2 minutes, until pale and fluffy. Beat in the egg.
Add the oats, flour, baking powder, baking soda and salt and beat until well blended. Scrape out onto a parchment-lined baking sheet and with the back of a dampened spatula (to keep it from sticking), spread out into roughly a 9x13-inch rectangle. Bake for 20 minutes, until golden and crisp. Cool completely.
Bash the big cookie into pieces and crumble it into a bowl; add 2-3 Tbsp. soft butter and 1 1/2 Tbsp. brown sugar, and rub it all together with your fingers. Transfer to a 9-inch pie plate and press the mixture into the bottom and up the sides. Place it back on the baking sheet.
To make the filling, whisk together the sugars, powdered milk (if you're using it) and salt. Stir in the melted butter and cream, then the egg yolks and vanilla, stirring until smooth. Pour into the crust.
Bake for 30 minutes, then reduce oven temperature to 325°F and bake for another 20 minutes, until the filling is brown in spots and set around edges but the middle still jiggles slightly when the pie is gently shaken. Cool for an hour or two on a wire rack, then chill uncovered for several hours or overnight.
Sift icing sugar over the pie and serve cold.