Combine flour, baking soda, and salt together. Set aside.
Cream together butter and sugars until very smooth.
Add in pudding, eggs, egg yolk and vanilla. Beat on medium for about 2 minutes until well combined.
Add in dry ingredients a little at a time. Mixing until well combined.
Fold in M&Ms. It would be better to do this with a spataul to reduce breaking, but I used a medium speed for about 45 seconds in the mixer to get them all throughout.
Now this is IMPORTANT- Chill your dough. Wrap in plastic wrap and chill for at least 2 hours. This helps with the texture.
About 10 minutes before you are ready to bake pull out the dough, so it will be easier to work with.
Scoop out about 1 ½ tablespoons and place on a sprayed, parchment lined, or silicone mat lined cookie sheet. Make sure they are about 2 inches apart, they don't spread a lot but you don't want them to touch.
Bake at 350 for 12-15 minutes. Let them sit on the pan and cool a couple minutes, this really helps them set up and not fall apart on the rack.