Preheat your oven to 350, and line a baking sheet(s) with a slip mat or parchment paper.
In a standing mixer, beat the butter and sugar for 2 minutes on medium speed. Add the egg, baking soda, salt, and vanilla extract, and mix until combined. Add the pudding mix and mix that until combined.
Turn the mixer speed to low, and add in the flour until combined. Scrape the sides of the bowl down if needed. Once combined, add the sprinkles until incorporated throughout.
Scoop the mixture into about a tablespoon size ball and plop the dough onto the parchment about 2 inches apart. Bake for about 10 minutes (oven times will vary.)
Allow the cookies to cool for a couple minutes on the pan before transferring to a wire rack to cool completely.