Preheat an oven to 375 degrees F (190 degrees C). Mix pumpkin, sugar, cinnamon, ginger, and nutmeg in a bowl until thoroughly combined. Set aside.

Sift flour, salt, and baking soda together in a large bowl. Stir in brown sugar, shortening, egg, and molasses, mixing until smooth. Fold in rolled oats.

Roll cookie dough out to 1/8 inch thick on a lightly floured surface. Cut out 48 circles using a 2 1/2 inch cookie cutter. Arrange 24 of the circles on a baking sheet and place a teaspoon of pumpkin filling on each. Cut Jack-O-Lantern faces on the remaining 24 circles, then lay the faces over the pumpkin filling, sealing the edges.

Bake in the preheated oven until golden brown, 12 to 15 minutes. Cool in the pans for 10 minutes before removing to cool completely on a wire rack.