Preheat oven to 350 degrees. Lightly spray mini-muffin pan with cooking spray. Sift all flour, baking soda, and salt together and set aside.
With an electric mixer, beat butter until light in color (about 4 minutes). Add brown and granulated sugars slowly and mix until incorporated. Add peanut butter, egg, vanilla, and milk. Mix on medium until well blended.
Add dry ingredients and mix until well combined. Dough should be thick and a little sticky. Place in refrigerator and chill for 30 minutes.
Roll dough into 1 1/2 inch balls and place one into each of the mini-muffin slots. Bake for 8-10 minutes until slightly golden. Do not overbake or they will be too hard.
Remove pan from oven and add one peanut butter cup candy into each of the cookies. Don't press it all the way in or you will have no cookie on the bottom.
Allow to cool in the pan for 10 minutes then transfer cookies to a cooling rack. Enjoy!