NOTE: Make sure you freeze your peanut butter cups at least a few hours before you start to make these bars. *Make sure you also let these bars set completely before cutting into them. They will appear very gooey and undone, but do not worry. They will set up
Combine the cake mix, egg, butter, and vanilla in a mixing bowl. Beat until a soft dough forms. Press half the dough into an 8x8x2 baking dish that has been sprayed with non stick spray.
Arrange the frozen peanut butter cups over the top of the dough. You may need to trim the edges of a few. Press the rest of the dough over the tops of the peanut butter cups evenly.
Drizzle the sweetened condensed milk over the top of the dough. Sprinkle with the Reese's Pieces. Bake at 350 degrees for 30-35 minutes. They will look very gooey and undone. Let the bars cool completely before cutting into 16 squares. Store in a sealed container on the counter.