With a mixer, cream together peanut butter, butter, egg, sugar, vanilla, and milk. Mix until combined.
In a large bowl, gently stir together flour, baking soda, and pudding mix. Half a cup at a time, pour dry ingredients into butter mixture and use mixer to combine.
Add peanut butter and chocolate chips and fold into batter. Spoon 1-2 tablespoons of batter onto a greased cookie sheet (or one covered in parchment paper).
Bake cookies at 350 degrees for 12-14 minutes. Remove and allow to cool for 10-15 minutes before serving.