Prepare the Peanut Butter Filling: In a medium bowl, combine creamy peanut butter, powdered sugar, vanilla extract, salt, and whole milk. Stir until smooth. Set aside.

Preheat the Oven: Preheat your oven to 350°F (175°C) and line baking sheets with parchment paper.

Mix the Dry Ingredients: In a large mixing bowl, whisk together flour, cocoa powders, pudding mix, powdered milk, baking soda, and salt.

Cream Butter and Sugar: Beat together room temperature butter and granulated sugar until light and fluffy, about 3-4 minutes.

Incorporate the Eggs: Add the large egg and yolk to the mixture, mix until fully incorporated.

Combine Wet and Dry Mixtures: Gradually add dry mixture to wet ingredients, mix on low until just combined.

Fold in Chocolate Chips: Gently fold in Reese's Pieces and peanut butter chips until evenly distributed.

Form the Cookies: Use a cookie scoop to take a bit of dough, flatten it, and encase a small ball of peanut butter filling. Roll into a ball.

Bake the Cookies: Place dough balls on baking sheets, spaced 2 inches apart. Bake for 10-12 minutes until edges are set.

Cool the Cookies: Let cookies cool on the baking sheet for 15 minutes before transferring to a wire rack.