Preheat oven to 375°F and line cookie sheet with parchment paper. Remove candy wrappers.
Cream together the butter and sugars in a stand mixer or with a hand held mixer until fluffy. About 2 minutes total. Add the egg and mix in to combine. Add peanut butter and vanilla and mix until smooth and creamy.
In a bowl whisk together the flour, salt and soda and add to wet mixture. Mix this in JUST until combined. It is important to not over mix.
Using a small cookie scoop, scoop heaping (1 ½ Tablespoons) of dough into balls. Us may also use a medium scoop for these as well. Roll into balls and roll in colorful sugar and place on prepared cookie sheet. Leaving about 2 inches between dough balls.Bake at 375℉ for about 8-9 minutes. They should just be starting to crack and appear done on the sides. It is super important not to over bake!
Immediately press a candy into center of each cookie; cookie will crack around edges. Let cool for 2 minutes then remove from cookie sheet to wire rack. Cool completely.
Notes
2 tips to have tender and NOT dry cookies:
Once dry ingredients go in...do not over mix. Only stir until combined and no white streaks are left.
Bake just until starting to crack. Baking too long will dry out the cookies.
Any decorators sugar will work great! But if you would like the thick sugar as in the picture look for sanding sugar. You can find it here for reference.