In a bowl, whisk together the flour, baking soda, and salt. Set this dry mixture aside.
In another bowl, cream together the softened butter, granulated sugar, and brown sugar until the mixture is light and fluffy.
Add the egg and vanilla extract to the creamed butter and sugars. Mix until well combined.
Gradually add the dry mixture to the wet mixture, mixing until a cookie dough forms.
Preheat your oven to 350°F (175°C). Grease a mini muffin tin. Take small portions of the dough and press them into each muffin cup to form a cup shape.
Place an unwrapped Rolo candy in the center of each cookie cup, pressing it down slightly.
Bake in the preheated oven for about 10-12 minutes or until the edges of the cookie cups are golden brown.