Preheat the oven to 350 F. In a medium bowl, whisk together flour, pudding mix, salt, and baking soda. In a large bowl, combine butter with both granulated sugar and brown sugar until fluffy.
Add in the egg and vanilla extract, and mix until smooth. Add in the flour mixture, mix until it is fully combined. Fold in the chocolate chips.
Roll the cookie dough into balls, and flatten each slightly. Place one Rolo on each piece of cookie dough. Roll into a ball, covering the chocolate completely. Place onto a large ungreased baking sheet at least 2-inches apart. Bake for 10-12 minutes.
