Preheat oven to 375 degrees F.
Sift together flour, baking soda and salt; set aside.
Using an electric mixer (stand or hand mixer), cream together butter, peanut butter, cane sugar and brown sugar for 2 minutes, stirring side downs halfway through. Mixture should be lighter in color and fluffier.
Add egg, vanilla, and milk; beat until well blended. Gradually add flour mixture, mixing well for one minute. Squeeze the dough with your hands a bit and see how it feels. It should feel like playdoh (this is not a super wet dough like that of chocolate chip cookies). If you think it feels a little dry (differences in brands of peanut butter can affect the dough differently), add a tablespoon of milk and mix together again (and you can even add another tablespoon if needed). Squeeze dough into a ball. Let dough rest, covered, for 20 minutes on counter.
Roll dough into 1-inch balls and roll in sugar.
Place dough balls 2 inches apart on cookie sheet, pressing down with your thumb just a tiny bit. Bake until light brown and puffed, 8 minutes. Remove sheet from oven and lightly press a chocolate candy into center of each cookie, allowing cookie crack slightly. Return cookies to oven for another 2 minutes. Remove from oven, cool completely and store in an airtight container.