Heat the oven to 350°F (175°C) and line baking sheets with parchment paper. Keep the prepared sheets ready so the dough can be portioned as soon as it is mixed.

Cream the softened butter, packed brown sugar, and granulated sugar until light and blended. This creates the buttery base that helps the cookies bake with a tender, chewy texture.

Beat in the eggs one at a time, mixing after each addition, then blend in the vanilla extract. Scrape down the sides of the bowl if needed so the mixture is evenly combined.

Whisk the flour, baking soda, and salt together in a separate bowl. Add the dry ingredients to the butter mixture and mix only until combined, without overworking the dough.

Fold in the oats and chopped Milky Way pieces. The candy can soften quickly and may distribute unevenly, which creates delicious pockets of chocolate, caramel, and nougat throughout the cookies.

Drop rounded tablespoons or approximately 2-tablespoon portions onto the parchment-lined sheets, leaving about 2 inches between cookies. Use cool, firm candy pieces for cleaner mixing and more distinct candy pockets.

Bake for 10–12 minutes, until the edges are lightly golden while the centers still look soft. Do not wait for the centers to become fully brown, because the cookies continue to firm as they cool.

Let the cookies cool on the baking sheet for about 5 minutes, then transfer them to a wire rack. Serve warm for gooey candy pockets or cool completely for a more structured chewy center.