01 - Preheat oven to 350°F. Line a baking sheet with parchment paper.
02 - In a mixing bowl, beat softened butter, brown sugar, and granulated sugar together until light and fluffy. Add the egg and mix until fully incorporated.
03 - Fold in 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, flat rectangle. Bake for 15 minutes or until golden brown. Allow to cool completely on the pan.
05 - Crumble the cooled oat cookie into fine crumbs. Combine with 3 tablespoons melted butter and mix until the crumbs are evenly moistened. Press the mixture firmly into the bottom and up the sides of a 9-inch pie pan to form an even crust.
06 - Lower the oven temperature to 325°F.
07 - In a large bowl, whisk together melted butter, granulated sugar, brown sugar, dry milk powder, 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 crust. Bake for 30 to 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 - Generously dust the surface with powdered sugar just before serving. Slice into portions and serve chilled.