Preheat oven to 350 degrees F and line a baking sheet with a silicone mat.
Cream together butter, peanut butter, both sugars, egg, and vanilla until fluffy.
Mix in flour, baking soda, and salt.
Once well combined, stir in M&Ms, white chocolate chips, and crushed pretzels.
Using a cookie scoop, scoop out the cookies.
Using your thumb, make a well in the middle of each cookie. The "well" should be deep enough to stuff a rolo in it.
Place a rolo in the well and pinch the edges together.*
Bake in the pre-heated oven for about 10-15 minutes or until the tops are lightly browned.
They may look slightly under baked.
Remove from the oven and let cool on the baking sheet for 3-5 minutes before transferring to a wire cooling rack to finish cooling.
These are best served warm.
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