Preheat oven to 350°F. Line a 9x9" pan with foil and spray with nonstick cooking spray.
Stir peanut butter, sugar, and one egg in a large bowl until the mixture comes together into a thick dough. Press into the bottom of the prepared pan. (The mixture is sticky, so it's good if you spray your hands with nonstick cooking spray to avoid it sticking to you.) Bake the peanut butter layer for 12 minutes.
While that layer is in the oven, melt the baking chocolate in a large bowl. Heat in the microwave in 30 second increments, stirring between each, until the chocolate is melted and smooth. Cool for 3-5 minutes, then stir in the sweetened condensed milk, vanilla, and remaining egg.
After the peanut butter cookie layer comes out of the oven, pour the chocolate mixture over the top and sprinkle with chopped nuts, if using. Place back in the oven and bake for 20-25 additional minutes, or until a toothpick comes out with just a few crumbs. Cool completely before slicing into bars.
Store in an airtight container for up to 3 days or freeze for up to one month.