Drizzle 1 Tbsp. chocolate syrup down the inside of a chilled glass using a squeeze bottle or spoon. Repeat with 3 more chilled glasses. Process ice cream, peanut butter, milk, and caramel topping in a blender until foamy and thick, about 3 to 4 minutes. Divide milk shake evenly among prepared glasses. Top each with whipped cream. Sprinkle each with 1/4 cup crumbled chocolate wafer cookies and 2 Tbsp. chopped honey-roasted peanuts. Serve immediately.