Preheat oven to 350 degrees. Line a large baking sheet with parchment.
In a bowl, cream the butter, brown sugar, and sugar until light and fluffy, about 3-4 minutes. Whip in the eggs, one at a time, then the vanilla. Add the flour, baking soda, and salt. Mix until just combined. Fold in the chocolate chips and M&Ms with a rubber spatula.
Scoop a 3 tablespoon-sized mound of dough and flatten a bit with your fingers. Place an Oreo in the center, then pinch and mold the dough around the Oreo, being sure to cover completely. If needed, add more dough to fill in the gaps. Place onto the prepared baking sheet, taking care not to overcrowd the pan. I fit 5 cookies onto mine.
Bake for 12-14 minutes until the edges are set but the centers are still soft. Cool on the baking sheet.
Eat one of these big glorious fuckers away, or cool completely and store in an airtight container for up to 5 days, the fridge for a week, or the freezer for infinity (3 months).