Preheat oven to 350 degrees Fahrenheit.

Pulse oats in a food processor about seven to eight times, or until the oats have a variety of textures. (If using quick-cooking oats, do not skip this step; just pulse for less time.)

In a large bowl, mix flour, baking soda, baking powder, salt, and cinnamon. Set aside.

In the bowl of a mixer, cream margarine and sugars. Add egg yolks and vanilla. Add flour mixture and oats. Mix until all ingredients are incorporated.

Line a couple of baking sheets with Gefen Parchment Paper. Scoop out a heaping tablespoon of cookie dough and place on the baking sheets about three inches apart. Gently flatten the cookies and bake for 12 minutes. Remove from baking sheets and transfer to a cooling rack.

Once the cookies are completely cool, mix icing ingredients together in a large shallow bowl or plate. Dip the tops of the cookies into the icing. Let set for a few hours before stacking up the cookies.