Preheat oven to 350 degrees F. and line a baking sheet with parchment paper.
Beat butter and sugars.
Add eggs and vanilla.
Add flour, pudding mix, salt and baking soda.
Use 1/2 c. dough-flatten in your hand, place Oreo in middle and wrap dough around the cookie. Roll into a ball.
Bake 16-19 mins.
Let set on pan and then remove to a rack.