Preheat oven to 350 degrees F. Line a large baking sheet with parchment paper.
In the bowl of your electric stand mixer, combine brownie mix, melted butter, cream cheese and egg. Beat until well blended (dough will be sticky).
Drop dough by rounded tablespoonfuls 2 inches apart onto prepared baking sheet.
In a medium bowl, combine powdered sugar and peanut butter. Mix with spoon until mixture forms a ball. Roll rounded teaspoonfuls of peanut butter mixture into 24 balls. Lightly press 1 peanut butter ball into center of each ball of brownie cookie dough. Form dough around peanut butter. Flatten dough balls slightly with the bottom of a measuring cup dipped in sugar.
Bake for 10 to 12 minutes, or until edges are set. Cool on cookie sheets for 10 minutes.
Remove from cookie sheets to a wire rack. Spread a thin layer of frosting over each cookie.