Coarsely chop the peanuts. Cream butter, peanut cream, sugar, salt and vanilla sugar with the whisk of the hand mixer. Stir in the eggs one after the other. Mix flour, baking soda and peanuts, add and stir well. Stir in milk.
Using a teaspoon, place approx. 12 small piles of dough on a baking tray lined with baking paper, leaving space between them, as the dough will run during baking. Spread a good 1/3 of the marshmallow cubes on top. Place a small blob of dough on each. Press down with lightly floured hands. Bake in the preheated oven (electric cooker: 175 °C/ convection oven: 150 °C/ gas: see manufacturer) for about 14 minutes.
Remove the baking tray from the oven and place it on a cake rack. Let it rest for about 5 minutes. Remove cookies from the baking tray, place them on a cake rack and let them cool down. In the meantime, bake another 22 cookies in 2 steps using the remaining dough and the remaining marshmallows.