In a stand mixer fitted with a batter blade (or in a large mixing bowl with a hand mixer or sturdy spoon), cream together the butter and sugars until smooth. Add the eggs in, one at a time, until well combined, then beat in the peanut butter and vanilla until smooth and creamy and lighter in texture. In a separate bowl, whisk together the flour, baking soda, and salt until well combined. Add the flour mixture into the butter mixture and beat on medium speed until evenly mixed. Cover the dough and chill for 2 to 3 hours.

Preheat the oven to 300°F. Portion the dough into generous 1 tablespoon balls. Flatten each ball, put a Snickers miniature into the center of the flattened dough, and wrap the sides up around the bar. Squish the dough so it is sealed all around the Snickers bar, making sure the bottom has no cracks. Place the ball on a parchment or silpat lined (or generously greased) baking sheet. Repeat with the remaining dough and Snickers, making sure to leave 2-inches between the dough balls.

Bake for 12-18 minutes, rotating the pan halfway through the baking time, or until the edges are set and the cookie looks puffy. Let the cookies cool on the pan for 3 to 5 minutes (they will deflate and crack a bit as they cool. This is good!) before using a spatula to transfer them to a cooling rack. Let them cool completely before transferring to a cookie jar or other air tight, room temperature storage.