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 egg and vanilla extract and mix until smooth. Add in the flour mixture, and mix until it is fully combined. Fold in the sprinkles.
Roll the cookie dough into balls, and wrap each piece of dough around one Oreo cookie, covering it fully. Place the cookies onto a large ungreased baking sheet at least 2-inches apart. Bake for 10-12 minutes.