To start, make a classic chocolate cookie like this recipe. If necessary, double your batch since these call for 2 cookies for 1 sandwich. Always add a small hole in the center of the top cookie so guests can see what they're getting themselves into when they grab one.
For the filling, gather the first 4 ingredients in a large bowl. Beat the butter, peanut butter, Nutella, and vanilla until fluffy. Slowly add ½ of the confectioners' sugar and afterward, add ¼ cup of the cream. Add the remaining confectioners' sugar and beat until well-blended. If needed, add more cream if necessary for preferable consistency. Lastly, fold in the dry roasted peanuts. Coat the bottom half of the chocolate cookie with about 1 tablespoon of the fillng. Cover it with the top cookie and enjoy!