Cream butter, peanut butter, and both sugars in the bowl of an electric mixer fitted with the paddle attachment. Add egg, vanilla, milk, and salt and baking soda. Mix until combined. Slowly add flour and mix until dough comes together. Chill your dough for at least 30 minutes.
Preheat oven to 350°F. Line 2 cookie sheets with parchment or silpat baking mats.
Scoop 2 tablespoon sized balls of dough. Press each one flat in the palm of your hand, place a Snickers Mini in the center and wrap the dough around it, rolling to form a ball. Place on cookie sheet 2” apart. Use a fork to make a small criss-cross pattern on the top. They won’t flatten because of the Snickers, but they’ll have the pattern.
Bake for 13-16 minutes, until they just begin to brown. Cool completely and remove from cookie sheets.
Store in an airtight container for up to 3 days. They can be frozen in sealable containers or ziploc bags between layers of paper towels for up to one month.