Cream butter and sugar in a bowl. Mix in egg and vanilla until smooth. Add pudding mix, baking soda, and salt. Mix until combined. Mix in flour, then stir in marshmallows and Fruity Pebbles.
Scoop 2 tablespoon balls of cookie dough onto a cookie sheet covered with parchment.
Preheat oven to 350°F. Bake 9-11 minutes or until the edges just start to turn brown. Cool 5 minutes on cookie sheet before transferring to a rack to cool completely. Store in an airtight container for up to 4 days or freeze for up to one month.