In a large bowl, combine the cake mix, egg and butter. Stir in the crushed pretzels. Press the mixture evenly into the prepared pan; bake for 8 minutes.
Sprinkle the the peanut butter chips, chocolate chips, Reese's Pieces and peanuts on top of the chocolate bottom while still warm. Drizzle the top of the bars with the milk. Return to the oven for an additional 12-15 minutes or until golden and bubbly, and center is set.
Cool completely before cutting into bars.