In a mixing bowl, cream butter, peanut butter, and sugar, and brown sugar with an electric mixer.
Add the egg and vanilla and mix in.
Sift together the flour, baking soda, and salt. Add to the peanut butter mixture and mix until all is combined.
Preheat oven to 350 degrees F. Grease mini muffin tins.
Roll the dough into 48 1-inch balls. Place balls into greased tins.
Bake cookies 11 to 13 minutes or until lightly browned.
Remove from oven and make a well in the center of each cookie (I used the bottom handle of a whisk. You want the well to make up the whole center of the cookie)
Cool, the cookies.
While the cookies are cooling, unwrap the caramels and add them to a medium saucepan with the cream. Stirring constantly melt them over medium-low heat until they are completely melted.
While the caramel is hot, spoon it into the cookie wells, filling the cookies about 3/4 of the way.
Take the chopped pretzels and peanuts and mix together. sprinkle a small amount of the mixture over the caramel.
Once the peanuts and pretzels are added to the cookies, melt the chocolate.
Add the chocolate chips and shortening to microwave safe bowl and melt the chocolate, in short intervals (about 20 seconds) and stirring each time.
Spread the melted chocolate over the chopped pretzels and peanuts.
Sprinkle with additional peanuts if desired