Preheat oven to 350 degrees F. and line a baking sheet with parchment paper.
Place butter and sugars into a large bowl, mix well. Add egg and vanilla stirring until well combined. Stir in flour, baking soda, salt, pudding, chocolate chips, M and M's and white chips. Stir until dough forms.
Scoop onto prepared baking sheet placing 1 inch apart. Press 1/2 of a mini twist pretzel and 1/2 or even 1/4 of an Oreo Cookie onto tops of each cookie dough pressing slightly.
Bake for 12-14 minutes, until cooked through. Remove and let cool completely before serving.