Heaven oven to 375 degrees. 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 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.