Preheat oven to 350 degrees F. Line two baking sheets with parchment paper and set aside.
In medium bowl, combine flour, baking soda, baking powder, salt, and oats and mix to combine.
Set aside.
In large bowl with electric mixer, beat the butter and sugars together until smooth and creamy.
Add the egg and egg yolk, beating until the mixture looks light an fluffy, scraping down the sides and bottom of the bowl.
Add vanilla and beat for another 5 seconds.
Add half the dry ingredients and mix for 15 seconds.
Add second half and beat until just incorporated.
Finally, fold in the mini peanut butter cups (or chocolate chunks) and the pretzel pieces.
The book recommended to chill the dough for 4 hours but I don't have the patience for that so I didn't. I'm going to let you in on a little secret: they still turned out great! So chill or don't chill...it's up to you!
After chilling (or not), form cookie dough into 2 tablespoon sized balls and place on prepared baking sheet. Bake in preheated oven for 11-13 minutes, or until the edges of the cookies are golden brown.
If you bake 2 sheets at a time, make sure to rotate the pans halfway through the baking time.
Cool on pan for 10 minutes, then transfer to wire cooling rack to cool completely.
Enjoy!!