In large bowl, cream butter and sugars until light and fluffy, about 4 minutes.
Add eggs and vanilla.
Stir in flour, cornstarch, baking soda, and salt.
Stir in pretzel sticks and M & M's. The pretzel sticks break up a little when using a stand mixer. You can snap the pretzels in half beforehand or let the mixer break them up.
Chill (if time allows)
Drop onto baking sheet. Bake for 10-13 minutes or until edges are slightly golden brown.