1. Preheat oven to 350°. Beat butter at medium speed with an electric mixer until creamy; gradually add sugars, beating well. Add peanut butter and next 3 ingredients; beat well. Add oats, baking soda, and salt; stir well. Stir in candies. (Dough will be stiff.)
2. Drop dough by heaping tablespoonfuls 3 inches apart onto lightly greased baking sheets.
3. Bake at 350° for 15 minutes or until golden brown. (Centers of cookies will be slightly soft.) Cool on pans on a wire rack 5 minutes; remove from pans to wire racks, and cool completely (about 20 minutes).