Preheat the oven to 350°F and line a baking sheet with parchment paper.
In a stand mixer fitted with a paddle attachment, cream together 6 Tablespoons of the 8 tablespoons salted butter, ⅓ cup light brown sugar, and 2 tablespoons granulated sugar at medium speed for 3 minutes until light and fluffy. Scrape down the sides of the bowl as needed.
Beat in 1 large egg and ½ teaspoon vanilla extract for another 2 minutes.
Reduce the speed to low, and mix in the 1 cup rolled oats, ⅓ cup all-purpose flour, ½ teaspoon salt, ¼ teaspoon baking powder, and ⅛ teaspoon baking soda. Scrape down the sides, and be sure that this is well mixed and there aren't any unmixed ingredients on the bottom of the bowl.
Spread this cookie dough about ¼ inch thick on the prepared baking pan. It does not have to fill the whole pan, as it will just be broken up later.
Bake for 15 minutes or until the top is turning golden.
Remove the pan from the oven and place it on a cooling rack.
Once the cookie has completely cooled, break it up into pieces and put them in a food processor. Add the remaining 2 Tablespoons of 8 tablespoons salted butter to the food processor. Pulse until crumbly.
Press the cookie crumbs into the bottom and up the sides of a 9 or 10-inch pie dish.
While the cookie cools, beat together the ¾ cup granulated sugar, ½ cup light brown sugar, 2 tablespoons milk powder, and ¼ teaspoon salt with a paddle attachment at low speed.
Add the melted 8 tablespoons salted butter and mix until all the ingredients are well combined. Scrape down the sides of the bowl.
Mix in 6 tablespoons heavy cream and 1 teaspoon vanilla extract and beat for 2 to 3 minutes until fully incorporated, scraping down the sides as needed.
Keep the speed set to low as you add in the 4 egg yolks. Mix this until the mixture is glossy, about 3 minutes.
Place the pie dish onto a baking sheet then pour the filling into the pie dish.
Carefully transfer the baking sheet with the pie on it to the middle rack of the oven and bake for 15 minutes.
Reduce the oven temperature to 325°F and bake for 15 more minutes. The pie should be fairly brown on top. It may still be a little jiggly. If it is very jiggly, give it 5 more minutes.
Remove the pie from the oven and place the pie pan on a cooling rack and allow it to cool for 30 minutes. Then wrap it with tin foil and place it in the freezer for at least 2 hours, or overnight. Move the pie from the freezer to the fridge 1 hour before you are planning to serve it.
Dust it with powdered sugar before serving.