Using a mixer, cream together the peanut butter, butter, and sugars until blended.
Beat in the egg, milk, and vanilla.
Combine the flour, baking powder and salt in a separate bowl.
Add the flour mixture to the peanut butter mixture and mix together. Scoop in tablespoonfuls of dough and roll into balls.
Place the cookies 2 inches apart on parchment lined cookie sheets. Bake for 8-10 minutes at 375 degrees. Don't overcook! The cookies are much better slightly undercooked.
Immediately after removing the cookies from the oven, gently press a Reese's Thin Peanut Butter Cup in the center of each cookie. Allow the cookies to cool and the chocolate to set up before serving.