Prepare a grill for indirect heat. If using a charcoal grill, build the hot coals on one side only. If using a gas grill, heat one side only to medium-high heat.
Whisk together the butter, both sugars, vanilla and salt in a large bowl. Whisk in the baking powder, baking soda and chocolate pudding. Add the eggs, one at a time, using a wooden spoon to mix well after each addition. Stir in the flour, chocolate chips and pretzels.
Lightly spray a 1/2-cup measuring cup with cooking spray. Fill the measuring cup with dough, pressing it in until the dough takes on a biscuit shape. Unmold the biscuit into a cast-iron pan and repeat with the remaining dough until you have 8 cookies.
Place the skillet over indirect heat, close the grill and bake, about 30 minutes (see Cook's Note).
Remove the pan from the grill and sprinkle the cookies with flaky sea salt. Serve with scoops of frozen whipped topping.
(Alternatively, you can bake these in a 350 degrees F oven for 25 to 30 minutes.)
Use a thermometer. If the cookie reads 175 degrees F, it means it will have a gooey center. If it reads 185 degrees F, it will have a firm center.