Preheat oven to 350 degrees. In a medium bowl mix together the peanut butter, powdered sugar and vanilla until completely combined. Roll into 24 - 1 inch in diameter balls. Set aside.
In a large bowl mix together the brownie mix, butter, cream cheese and egg. Using a cookie scoop, scoop the batter onto a cookie sheet lined with parchment paper. Bake cookies for 15 - 20 minutes.
After baking immediately press one of the prepared peanut butter balls into the center of each cookie. Allow the cookies to cool on the pan for about 5 minutes then transfer them to a wire rack to finish cooling.
Once the cookies are cool, melt the chocolate in a double boiler or in the microwave. Spoon melted chocolate over the top of each cookie. Allow the chocolate to set before serving.