Beat margarine and sugar until fluffy. Blend in egg and vanilla. Add combined oats, flour and baking soda; mix well.
Shape into 1-inch balls; roll in nuts. Place on prepared cookie sheet.
Bake 10-12 minutes or until light golden brown. Remove from oven; gently press chocolate candy into center of each cookie. Cool 2 minutes on cookie sheet; remove to wire rack. Cool completely. Store tightly covered.