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Preheat the oven to 350 F.
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Combine the flour, baking soda, salt and cinnamon in a small bowl.
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In a separate bowl, beat the butter, sugar, brown sugar, eggs and vanilla until light and fluffy.
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Gradually beat in the flour mixture. Add the oats and stir until well combined.
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Spoon about 2 tablespoons of oatmeal mixture into a very well greased muffin pan.
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Press the mixture up the sides of the muffin wells and along the bottom to create a cup.
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Bake in the oven for 15 minutes. When you remove the oatmeal cups from the oven, use a pastry tart tamper or some other narrow object with a flat end to flatten the inside of the cup so you can fit more filling.
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Allow the oatmeal cups to cool enough so you can comfortable handle before transferring to a cooling rack. Store in an air tight container until you’re ready to assemble.
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When you are ready to assemble, spoon the apple pie filling into your oatmeal cups.