Whisk together the flour, baking soda, and salt and set aside.
In the bowl of a stand mixer (or using a hand mixer) cream together the butter, white sugar, and brown sugar for two minutes over medium speed, then scrape down the sides of the bowl.
Add the ⅓ cup of peanut butter, egg yolk, milk, and vanilla, and beat to combine. Scrape down the sides and the paddle or beaters.
Cover the bowl with plastic wrap and refrigerate the dough for two hours.
Preheat the oven to 375℉ and line two large baking sheets with parchment paper. Be sure the oven is fully preheated prior to adding the cookies (at least 15-20 minutes of heat time).
Chop the peanuts to a very fine consistency and whisk the egg white until broken down and frothy.
Scoop the dough and roll them into 1-inch balls. Then, roll each dough ball through the egg whites, then through the peanuts until completely covered.
Bake the cookies (in their ball form) for 8 minutes and remove them from the oven.
Use a ½ teaspoon measure to press a well into the center of each cookie and use your fingers to keep the cookie together as you press down.
Use a drinking glass, cookie-cutter, or anything with an opening larger than the cookie to move it around the cookie to round it back up and re-seal any cracks. Repeat the previous steps with each cookie.
Heat the additional peanut butter and the jelly (in separate bowls) until liquid, then add a ½ teaspoon of peanut butter to the center of each cookie. Fill the rest of each indent with jelly.
Allow the cookies to cool completely on the pan, then enjoy!