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.
Grab a large mound of dough (approx 1/3c.) and place the Devil Dog in the center. Roll into a ball and flatten a bit.
Bake 12-14 mins.
Let set on pan and then remove to a rack.