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