Preheat your oven to 350°F (175°C).
In a large mixing bowl, combine the softened butter, peanut butter, brown sugar, and granulated sugar. Use an electric mixer on medium speed to cream the ingredients until light and fluffy.
Crack the egg into the mixture and add the vanilla extract. Beat until fully incorporated.
Pour in the milk. In a separate bowl, whisk together the flour, baking soda, and salt. Gradually add the dry ingredients to the wet mixture, mixing until just combined.
Gently fold in the toffee chips, crushed pretzels, and Reese's Pieces using a spatula until evenly distributed throughout the dough.
Using a cookie scoop or tablespoon, drop rounded balls of dough onto the prepared baking sheets, spacing them about 2 inches apart.
Place the baking sheets in the preheated oven and bake for 10-12 minutes, or until the edges are lightly golden.
Remove the cookies from the oven and let them cool on the baking sheets for about 5 minutes before transferring them to a cooling rack to cool completely.
