Preheat the oven to 350 degrees F. Line a large sheet pan with parchment paper or a silpat liner and set aside.
In a large bowl, stir together the flour, oats, brown sugar, baking soda, and salt.
Melt the butter (allow to cool to room temperature so it doesn't melt the sugar and cause greasy cookies) and combine with the vanilla extract and egg. Pour into dry ingredients.
Stir everything together until a thick dough forms. You may need to knead the mixture with your hands.
Place the dough in the fridge, covered, while you unwrap the rolos. Unwrap the rolos.
Flatten the dough in your hand (about 2.5 to 3 tablespoons of dough) and press two rolos into the center of the cookie. Press the edges up around the candies and completely seal into a large cookie -- the dough should just cover the rolos but not make a ton extra. Make sure none of the rolos are exposed or it will leak out during baking.
Place 6 - 8 cookies on prepared sheet pan giving the cookies plenty of room. Place the tray in the fridge for 10 minutes to firm up before adding to the oven.
Bake for 9-12 minutes. Slightly underbaking these is the BEST! It lends a softer cookie with melted and gooey caramel. Overbaking these makes the caramel harden when cooled.
I pull out the cookies generally at 9-10 minutes, allow them to sit on the cookie sheet for another 2-3 minutes, and then transfer to a cooling rack to allow them to firm up a bit.
To top with chocolate, combine the chocolate chips and vegetable oil in a microwave safe bowl. Microwave for 30 seconds, stir for 15 seconds, and then microwave again in bursts of 15 seconds, stirring in between each burst for 10 seconds until completely melted.
Take a spoon and dip it in the melted chocolate. Run the spoon from left to right over the cookies to get the chocolate drizzle. Alternatively transfer chocolate to a small plastic bag, snip off the top with scissors, and drizzle all over. Let stand.
Cookies best enjoyed within 1-2 days of making; best on the same day they're made!