In a bowl, with a mixer on medium speed, beat butter and sugar until smooth. Beat in the egg and vanilla until well blended, scraping down sides of bowl as needed. In a small bowl, stir together flour, oats, pine nuts, baking soda, and salt; stir into butter mixture until well blended. Cover and chill until cold, about 1 hour, or up to 1 day.
With lightly floured hands, roll dough into 1-inch balls and place about 2 inches apart on cooking parchment-lined or buttered and floured 12- by 15-inch baking sheets (see notes).
Bake in a 350° regular or convection oven until well browned, 6 to 10 minutes. Let cookies cool completely on sheets, then remove with a wide spatula. Serve or store airtight up to 2 days.