Heat oven to 350 degrees. Remove wrappers from chocolates.
Beat butter and peanut butter in a large bowl until well blended. Add sugars; beat until fluffy. Add egg, milk and vanilla and beat well. Stir together flour, baking soda and salt; gradually beat into peanut butter mixture.
Shape dough into 1-inch balls. Roll in granulated sugar; place on ungreased cookie sheet.
Bake 10 minutes or until golden brown. Immediately press a chocolate into center of each cookie; cookie will crack around edges. Remove from cookie sheet to wire rack. Cool completely.