Preparation:
To make the ice cream, split and scrape the seeds of the vanilla bean into the sugar and use your fingers to spread the seeds throughout. Bring milk, cream, and half of the sugar to a boil. Whisk the rest of the sugar with the yolks. Temper the yolks by gradually whisking in about 1/2 cup of the hot cream mixture. Whisk the tempered yolks back into the remaining cream and strain through a fine sieve or chinois. Chill. Process the ice cream in an ice cream maker according to manufacturer's instructions. When done, fold the grape jelly into the ice cream.
Preheat the oven to 325 degrees F.
To make the cookies, first melt butter, add oats and cook over medium heat until toasted, about 5 to 7 minutes. Chill. Cream the butter, baking soda, salt, and sugars until fluffy. Add peanut butter. Add oats, then flour on low speed. Roll out the dough to 1/4-inch thickness. Cut out desired shapes and place on sheet pan. Bake for 15 to 20 minutes until golden brown.
To make the filling, cream all the ingredients together and chill.
Spread filling on 1 cooled cookie, and top with another cookie to sandwich together. Continue for the rest of the cookies. Serve with a scoop of grape jelly ice cream.
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