1. Heat oven to 350°F.
2. Combine flour, sugar, butter, cocoa, baking soda, eggs, milk and vanilla in large mixing bowl; beat until well blended. Refrigerate until firm enough to handle, about 2 hours. Roll chilled batter into 1-inch balls; place on ungreased cookie sheet.
3. Bake 8 to 10 minutes or until almost set. Cool slightly; remove from cookie sheet to wire rack. Cool completely.
4. Line tray or cookie sheet with wax paper. Prepare CHOCOLATE FOR DIPPING. Dip half of cookies into prepared coating, covering one-half of each cookie. Place on prepared tray. Sprinkle peanuts over top of cookies, if desired; let stand until chocolate is set.
5. Spread about 1 tablespoon peanut butter on flat side of remaining cookies; top with dipped cookies, pressing down gently. Tightly cover; store at room temperature. Makes about 25 sandwich cookies.
CHOCOLATE FOR DIPPING: Place 1 cup HERSHEY'S SPECIAL DARK Chocolate Chips or HERSHEY'S Semi-Sweet Chocolate Chips and 1 teaspoon shortening (do not use butter, margarine, spread or oil) in small bowl. Microwave at MEDIUM (50%) 1 minute; stir. If necessary, microwave at MEDIUM an additional 15 seconds at a time, stirring after each heating until chips are melted when stirred.