To the bowl of a stand mixer fitted with the paddle attachment (or large mixing bowl and electric mixer) combine the butter, sugars, egg, vanilla, and beat on medium-high speed until creamed and well combined, about 4 minutes.
Stop, scrape down the sides of the bowl, and add the pudding mix, cocoa, and beat on low speed until just combined, about 1 minute.
Stop, scrape down the sides of the bowl, and add the flour, baking soda, optional salt, and beat on low speed until just combined, about 1 minute.
Stop, scrape down the sides of the bowl, and add the chocolate chips, chopped chocolate, and beat on low speed until just combined, about 30 seconds.
Using a large cookie scoop, 1/4-cup measure, or your hands, form approximately 17 equal-sized mounds of dough. Roll into balls, and flatten slightly.
Carefully insert 1 Rolo in the center of each dough mound. Use your fingers to seal the dough around the Rolo so it’s completely enclosed. Roll dough between palms if necessary to make smooth again and flatten slightly as necessary. Repeat candy-stuffing process with all dough mounds.
Preheat oven to 350F, line a baking sheet with a Silpat or spray with cooking spray. Place dough mounds on baking sheet, spaced at least 2 inches apart (I bake 8 cookies per sheet) and bake for about 10 minutes, or until edges have set and tops are just set, even if slightly undercooked and glossy in the center. Don’t overbake which is easy to do with dark cookies. Cookies firm up as they cool. Allow cookies to cool on baking sheet for about 10 minutes before serving. I let them cool on the baking sheet and don’t use a rack.
Cookies will keep airtight at room temperature for up to 1 week or in the freezer for up to 6 months. Alternatively, unbaked cookie dough can be stored in an airtight container in the refrigerator for up to 5 days, or in the freezer for up to 4 months, so consider baking only as many cookies as desired and save the remaining dough to be baked in the future when desired.