Preheat the oven to 350°F and line your pan with parchment paper.
Use a hand mixer and combine the butter with sugar.
Add in the egg and vanilla; mix well.
Combine the rest of your ingredients for the whoopie pies in the bowl and mix for 2 minutes, making sure everything is combined.
Using a small scoop or teaspoon, make the cookies into the same size circular shapes. Make sure to leave at least 2 inches space because they do expand. You will either need to use two sheets or do 2-3 batches.
Bake for 10-15 minutes depending on the size. They need to have brown edges and be cooked through.
After baking, allow them to cool on the pan until they are cooled completely.
Meanwhile, prepare the filling by combining the butter and cream cheese until mixed well.
Mix in the confectioners' sugar and vanilla until the filling is smooth.
Stir in the crushed pecans.
To assemble: Spread the flat side of one cookie circle with a spoonful of filling. Top with another cookie.
Notes
You can make 6 or 12, depending on what size you are going for.