In a small bowl whisk together flour, cocoa powder, and salt.
In large mixing bowl combine butter and sugar and mix until light and fluffy, about 5 minutes.
Add egg yolk, milk, and vanilla. Continue mixing until egg is incorporated.
Slowly add dry ingredients a half cup at a time until mixture comes together into a dough.
Cover bowl with plastic wrap and refrigerate for 1 hour.
Preheat oven to 350 degrees F.
Remove from refrigerator and roll dough into 1 inch balls, approximately 1 ½ tablespoons of dough each.
Using your leftover egg white dip the bottom half of each dough ball into the egg white and then dip into a small bowl of chopped peanuts. Press the peanuts into the dough gently.
Use the back of a teaspoon to press a deep indentation in the middle of each cookie.
Bake for 10 - 12 minutes.
Remove from oven and press the back of the teaspoon into each of the cookies to make sure the indentation is deep enough for the filling.
Let the cookies cool for 5 minutes on the cookie sheet then move to cooling racks to finish cooling.
Once the cookies are cool place each peanut butter flavor in it’s own microwaveable dish and microwave for 5 seconds at a time, stirring in between, until the peanut butter is a pourable consistency.
Using a ½ teaspoon fill the cookies with alternating flavors of peanut butter.
In another microwave safe dish combine the chocolate chips and shortening. Microwave 5 seconds at a time until they are melted and smooth.
Using a spoon drizzle the chocolate over the cookies.
Let cookies sit until chocolate and peanut butter have firmed up.