Heat Oven to 375, Remove wrappers from candies. Line small muffin cups [1-3/4 inches in diameter] with paper bake cups , if desired .
Beat butter, granulated sugar, brown sugar, peanut butter, egg, and vanilla extract until fluffy in large bowl. Stir together flour, baking soda, and salt; gradually add to butter mixture, beating until well blended. Shape dough into 1 -inch balls; place one in each paper-lined or ungreased muffin cup. Do not flatten.
Bake 10 to 12 minutes until puffed and lightly browned ; remove from oven. Immediately press peanut butter cup in center of each cookie. Cool completely in muffin pan.