Preheat the oven to 350 and line two baking sheets with parchment or silicone liners.
In a large bowl, whisk together the butter, brown sugar, and sugar. Add the egg, egg yolk, and vanilla. Add the flour, salt, and baking soda, and stir to combine. Stir in the chocolate chips.
Scoop golf ball sized balls of dough, press flat in your hand, and place a Rolo candy in the middle of the dough. Wrap the dough around the candy, covering it completely, and place seam-side down on the prepared baking sheet.
Bake 11-12 minutes, or until just browned on top. Remove and let cool 5-10 minutes before moving to a cooling rack.