In a large bowl cream together the butter, sugar, and brown sugar. Beat in the peanut butter until well combined.
Add in the egg, vanilla, and milk and beat until combined.
In a medium bowl combine the baking soda, sea salt, and flour. Pour the flour mixture into the sugar mixture and beat just until the dough comes together.
Cover the dough with plastic wrap and refrigerate for at least 1 hour.
Preheat the oven to 375 degrees.
Roll the dough into 1 inch balls. Roll each ball in the sugar then place on a cookie sheet.
Bake for 10 minutes or until lightly golden brown. Remove the cookies to a wire rack and gently press an unwrapped Reese cup in the middle of the cookies. Once the Reese cup is in the cookie do not touch it again. Repeat with remaining cookies.
Allow the cookies to cool completely. You may need to refrigerate them.
Once they are cooled melt the chocolate melts in the microwave in 30 second intervals, stirring after each addition. Once the chocolate is melted place it in a zip top baggie. Snip off the end and pipe 8 legs on each spider cookie.
Place a drop of chocolate on each sugar eye and place on the Reese cup. Allow the chocolate to harden.