Preheat the oven to 375°F. Lightly grease (or line with parchment) two baking sheets.
Make the filling by combining the peanut butter and confectioners' together in a small bowl with a fork. Scoop up level teaspoons and with floured hands roll into 26 balls. Place on a tray, large dish or baking sheet and refrigerate.
In a medium-sized bowl whisk the flour, cocoa, baking soda and salt together.
In a separate medium-sized mixing bowl beat together both sugars, the butter and peanut butter about 3 minutes or until light and fluffy.
Beat in the vanilla and egg then stir in the dry ingredients by hand blending well.
To make the cookies scoop 1 tablespoon of the dough, make an indentation in the center with your finger and place one of the peanut butter balls in it. Bring the cookie dough up and over the filling pressing the edges together to cover the peanut butter. Roll the cookie gently in the palms of your hand to smooth it out. Repeat with the remaining dough and filling. (If your cookie dough cracks and/or seems too dry mix 1-2 tablespoons milk into it by hand).
Roll each rounded cookie in granulated, sparkling or sanding sugar. Leave 2 inches between them on the cookie sheets. Grease the bottom of a drinking glass and flatten each cookie to about 1/2-inch thick.
Bake the cookies for 7 to 9 minutes. Cool on wire racks. Store in a tightly covered container up to 5 days.