Preheat the oven to 350°F /177°C. Line baking sheets with parchment paper or silicone baking mats. Set aside.
In a large bowl using a handheld mixer or a stand mixer, cream the butter, sugars and salt on low speed about 30 seconds to combine. Then turn up the mixer to medium-high and continue to mix until light and fluffy, about a minute or two more, scraping down the sides of the bowl as needed to combine. (Don't over-cream, as far as you might for a cake, or you will have cookies that will spread too much.)
Turn the mixer back down to medium-low and add the eggs one by one until just combined, then add the vanilla. Scrape down the sides of the bowl.
Add the flour and baking soda and mix on low just until the flour is about halfway combined. Then add the oats, M&Ms, chocolate chips and walnuts and mix just another few seconds. Then finish the cookie dough by folding the rest by hand with a spatula until everything is just combined.
Use an ice cream scoop (my preferred method) or two spoons to scoop the dough into rounds onto a cookie sheet. (I get about 2 dozen.) Then chill the dough for at least 30 minutes before baking.
When ready to bake, preheat the oven to 400°F /200°C. Line baking sheets with parchment paper or silicone baking mats.
Place the chilled dough rounds onto the prepped cookie sheets about 3 inches apart and bake for about 10-11 minutes until golden brown at the edges and the centers are still soft but not wet.
Once the cookies are out of the oven, you can place a few more M&Ms or chocolate chips on the tops gently, if you want to make them look prettier. (completely optional) Then allow the baked cookies to cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.
The cookies can be stored at room temp for about 4-5 days or stored in the refrigerator two weeks.
*The dough will keep in the refrigerator for 4 days or the scooped rounds can be frozen in a freezer-safe container or zip-top bag for 3-4 months. The frozen rounds will need an extra minute or two in the oven.