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.
If cutting Twinkies in half for the JUMBO cookie, use 1/2 c. dough-flatten in your hand, place Twinkie in middle and wrap dough around the Twinkie. Roll into a ball and flatten a bit. For a slightly smaller cookie, use a third of a Twinkie and less dough.
Bake 12-14 mins.
Let set on pan and then remove to a rack.