Heat oven to 350 degrees F. Spray baking sheets with no-stick cooking spray.
Beat peanut butter, sugar, brown sugar and shortening in large bowl at medium speed of electric mixer until well blended and fluffy. Add eggs and vanilla until blended. Add baking soda and oats. Stir in candy. Shape into 1 1/2-inch balls. Place 2-inches apart on prepared baking sheets.
Bake 10 to 13 minutes or until golden brown. Cool on cookie sheets 2 minutes. Place on cooling rack to cool completely.