Preheat oven to 350ºF and line a 9x13-inch pan with parchment paper.
In a medium bowl, use a fork or whisk to stir flour, baking soda, and salt together; set aside.
In a stand mixer fitted with the paddle attachment, cream together butter and sugar until smooth. Add the eggs one at a time, stirring after each addition, followed by the vanilla. Add the pudding mix and continue beating until combined. Stir in the flour mixture, then add the oats, mixing on low until combined.
Dump 3/4 of the dough into the pan, and smooth it out. Evenly press the Rolos into the dough. Spread the remaining dough on top. If a few Rolos peek out, that's totally fine.
Bake for 23-25 minutes, or until the top is set, and the edges are lightly browned; do not overbake. Allow pan to cool on a wire rack for at least an hour before slicing into squares. Bars will remain fresh and soft when stored in an airtight container for up to one week.