Preheat the oven to 350 F. In a medium bowl, whisk together flour, oats, salt, and baking soda. In a large bowl, combine butter and sugar until fluffy.
Add in egg and vanilla extract, and mix until smooth. Add in the flour mixture, and mix until the dough is fully combined. Fold in sprinkles.
Press the cookie dough into a greased 8-inch square baking dish. Bake for 15-20 minutes.