Preheat oven to 180ºC (350ºF). Line 2 or 3 baking sheets with parchment paper. In food processor, grind oats to flour-like consistency. Add all-purpose flour, pumpkin pie spice, baking soda and salt. Pulse to blend; set aside.
In bowl, with electric mixer, beat together butter and both kinds of sugar until light and fluffy, about 2 min. Beat in egg yolk and vanilla, then beat in pumpkin puree. Use a spatula to stir in flour mixture until just incorporated. Fold in chocolate and nuts.
Drop dough by heaping tablespoonfuls, about 2-in. (5-cm.) apart, onto lined baking sheets. Bake, in batches, 10 to 12 min., until tops are just set and bottoms are lightly golden. Transfer cookies to wire racks to cool completely. Store in airtight container for up to 1 week.
For a frozen treat, sandwich vanilla ice cream between two cookies and freeze until firm.