01 - Preheat oven to 350°F. Line a baking sheet with parchment paper.
02 - In a mixing bowl, cream together the softened butter, light brown sugar, and granulated sugar until light and fluffy. Beat in the egg until fully incorporated.
03 - Fold in the rolled oats, all-purpose flour, baking powder, baking soda, and salt. Stir until just combined.
04 - Spread the dough evenly across the prepared baking sheet into a thin, even layer. Bake for 15 minutes or until golden brown. Allow to cool completely on the sheet.
05 - Crumble the cooled oat cookie into fine crumbs. Toss with 3 tablespoons of melted butter until the mixture resembles wet sand. Press firmly and evenly into the bottom and up the sides of a 9-inch pie pan.
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, mixing until just combined. Do not overmix.
08 - Pour the filling into the prepared oat cookie crust. Bake for 30–35 minutes, until the edges are set and the center still has a slight wobble.
09 - Transfer the pie to a wire rack and cool completely. Refrigerate for at least 2 hours, preferably overnight, to allow the filling to set properly.
10 - Dust generously with powdered sugar just before serving. Slice and serve chilled.