Preheat oven to 350 degrees. Prepare cookie sheets by lining with parchment paper.
In a medium bowl, mix flour and baking soda together. Set aside.
Cream butter and sugars in mixing bowl until smooth. Continue beating while adding pudding mix, eggs and vanilla.
Spray a rectangular baking dish with nonstick spray. Place cookie dough in dish and press down for an even surface. Drizzle fudge sauce over dough. Fold dough in half so fudge is completely covered. (You don't want the fudge to be on the outside of the cookie as it will melt over the edges and become sticky when trying to release cookies.)
Using a small cookie scoop, scoop balls of dough onto prepared cookie sheets, leaving about 2" in-between. Sprinkle with brightly colored sprinkles. (They look like little ice cream sundaes before they are cooked :-))
Bake for 10 minutes or until slightly brown around the edges. Let cool for 3 minutes on cookie sheets then remove to wire racks to cool completely.