Preheat oven to 350 degrees. Line cookie sheets with parchment paper or silicone baking mats.
In a large bowl, use electric mixer on medium-high speed to beat butter, sugar, and brown sugar together until lightened, about 3 minutes.
On low speed, beat in egg and egg yolks one at a time, scraping sides as needed. Then, beat in vanilla extract.
In a small bowl, stir together flour, cornstarch, baking soda, and salt. On medium speed, beat in flour mixture 1/2 cup at at time, until well combined. Stir in oreos and M&Ms.
Scoop dough in 1/2 tbsp sized balls on prepared sheets, about 2 inches apart. If you want the tops of the cookies to have visible M&Ms, press a few mini M&Ms on the top of each dough ball. Bake for 8-9 minutes, or until tops are golden.
Let cool on sheet for a few minutes before removing to cooling rack.