Preheat oven to 350° F. Prepare 2 baking sheets by lining with a silicon mat or parchment paper.
In a stand mixer (or by hand), cream the butter for 1-2 minutes until fluffy. Add both the brown and white sugars and combine. Add the egg, vanilla and peanut butter and stir until mixed.
Add gluten free flour, baking soda and salt until mixed. Add in oats, M&M's and chocolate chips (and the pretzels if desired), gently mixing in until combined.
Place about a golf ball sized (~2 Tbs) of dough on prepared baking sheet, leaving about 2 inches in between each ball.
Bake for 9-10 minutes. The cookies will be slightly golden brown. Remove from oven and allow to sit on the cookie sheet for a few minutes before transferring to a cooling rack. Store any leftovers in an airtight container.