Preheat your oven to 350°F (175°C). Grease your muffin tin lightly or line it with paper liners for easy removal.
In a large mixing bowl, cream together the softened butter, granulated sugar, brown sugar, and peanut butter until smooth and fluffy, about 2-3 minutes. Then, add in the egg and vanilla extract, mixing until fully combined.
In a separate bowl, whisk together the flour, baking soda, and salt. Gradually add the dry mixture into the wet mixture, stirring just until combined. Be careful not to overmix!
Using a cookie scoop, portion out the dough and fill each muffin tin cup about halfway. Gently press the dough down to create a well in the center for your candy.
Place one miniature Reese’s or Rolo candy into the center of each cookie cup, pressing it down slightly into the dough.
Bake in the preheated oven for 10-12 minutes, or until the edges are golden brown. The centers may look slightly underbaked, but they will continue to set as they cool.
Allow the cookie cups to cool in the muffin tin for about 5 minutes before transferring them to a cooling rack. If desired, sprinkle some festive M&M candies on top before they fully cool for an extra touch of color.