Preheat the oven to 350 F. In a medium bowl, whisk together flour, pudding mix, salt, and baking soda. In a large bowl, mix together butter and sugar until fluffy. Add in egg and vanilla extract and mix until smooth.
Add in the flour mixture, and mix until it is fully combined. Divide the dough into two bowls, mix one with orange food coloring and one with purple. Take a small amount of each cookie dough and roll into balls. Flatten slightly and place one peanut butter cup on each cookie dough.
Roll into balls and place onto a large ungreased baking sheet at least 2-inches apart. Bake for 10-12 minutes.
