Preheat oven to 180C/350F/Gas 4 and line a 9x13-inch baking pan with parchment paper. Leave a little overhang to lift bars out easily.
Add the oats to a bowl and sift in the flour, baking soda, and salt. Set aside.
Using an electric mixer, cream together the butter, peanut butter, and sugars for about 2 minutes until light and fluffy.
Add in the vanilla, egg, and egg yolk and mix together, scraping down the sides of the bowl.
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Add the dry ingredients to the wet ingredients then mix until it forms a dough.
Reserve a few of the chocolate chips, chocolate chip chunks, and M&M's and fold the rest into the dough.
Spread the cookie dough evenly into the prepared pan, then press the reserved candies into the top of the dough.
Bake for 15-20 minutes or until the edges are lightly browned. The dough may look pale and slightly underdone in the middle and that's okay!
Leave the cookie dough to cool in the pan for 20 minutes before lifting it out onto a wire rack to cool completely.
Cut into squares and enjoy!