Using a mixer, blend together the butter and peanut butter for 30 seconds
Add both sugars and mix for another 30 seconds
Add the Egg, milk and vanilla and blend for another 30 seconds.
In two batches add the flour, baking soda and salt. Using a spatula, mix until just blended through.
Roll each cookie in your palm and then place in a bowl of colored sugar. Carefully roll it around until coated and transfer to a parchment paper lined cookie sheet.
Cook for 7 minutes.
Remove from the oven and add your center candy immediately. Allow to fully cool before decorating with icing.