Melt the butter in a small saucepan over medium heat. Add the sugar, vanilla sugar, cocoa powder and milk and heat over medium heat, stirring.
Remove the saucepan from the heat, add the peanut butter and oatmeal, and stir until the batter is set. Line a baking sheet with parchment paper and using teaspoons, scoop out small mounds of the mixture and place on the sheet.
Let the cookies cool and set on the tray for about 30 minutes.