In a large mixing bowl, cream together the butter, brown sugar and white sugar with an electric mixer until well mixed.
Add the eggs, extra egg yolk, and vanilla instant pudding mix and mix until combined.
Pour in the flour, baking soda, and salt and mix to combine.
Add this dry mixture to the wet mixture and mix with an electric mixer until a dough forms.
Fold in the chocolate chunks and M&Ms and mix into the dough.
With a silicone spatula to keep the pretzel pieces from crushing too much, fold in the mini marshmallows and pretzel pieces, mixing until just combined.
Chill the dough for at least 1 hour, but can be overnight.
Preheat the oven to 350 degrees.
Line a cookie sheet with parchment paper and set aside.
With a medium cookie scoop, portion the dough into two tablespoon dough balls. Leave at least two inches between cookies when placing on the prepared cookie sheet.
Top each cookie dough ball with several extra chocolate chips, marshmallow pieces, pretzel pieces, and M&Ms.
Bake the cookies for 9 to 10 minutes, until they set at the edges and lightly browned on top.
Let the cookies cool for 2 to 3 minutes on the pan, then transfer the cookies to a wire cooling rack to finish cooling completely.