Preheat oven to 350 degrees. Line a 13x9 baking pan with foil, and spray with non stick spray.
In an electric mixer combine butter, peanut butter and brown sugar together. Mix until well combined. Add eggs, and vanilla. Mix until fully incorporated. In a separate bowl whisk together oats, flour, baking soda and salt. Gradually add flour mixture to the peanut butter mixture. The dough will be very thick, and you may have to use your hands to fully incorporate the flour. Set aside 2 cups of dough. Press remaining dough into the prepared baking dish.
Prepare the chocolate filling. In a small sauce pan melt the butter. Over low heat stir in sugar and cocoa powder. Pour in sweetened condensed milk. Stir constantly until smooth and it begins to thicken. Remove from heat and stir in vanilla. Pour over dough, and spread evenly. Sprinkle the Reese's Pieces over the chocolate layer. Using the remaining 2 cups of dough, drop teaspoonfuls over the candy layer. Bake for 25 minutes, or until golden brown. Cool on a wire rack completely before serving (trust me!)