Preheat oven to 350°F.
Place cold butter in the microwave for 15 seconds or until just soft enough to press finger in and make a small dent. You want your butter to be relatively cold still, not super soft.
In a mixer fitted with the paddle attachment, cream together the butter and sugar for about 2 minted until its starts to cream together.
Add in one egg and mix on medium-high for 2-3 minutes until pale and fluffy.
In a separate bowl, combine flour, baking soda, baking powder, salt until mixed through.
Add flour mixture, milk and vanilla into the creamed butter mixture and mix until flour is half way mixed through.
Add in the chocolate, oats and pretzels and mix until there are no dry flour spots.
On a parchment lined baking tray, make balls that are about 2 Tbsp worth. Place cookies 1-2 inches apart.
Bake at 350°F for about 10 minutes until the edges are lightly golden brown.
