Preheat oven to 375 degrees F. Use a large mixing bowl, and blend the margarine, brown sugar, and confectioners sugar until fluffy. Add the egg, peanut butter, and vanilla. Combine until smooth.
In a separate medium bowl, mix the flour and baking soda; add to the peanut butter mixture. Stir in the peanuts only until blended. Drop dough by rounded spoonfuls onto a baking sheet coated with nonstick cooking spray.
Flatten each round with the backside of a fork about two times (making a cross pattern). Bake for about 10 to 12 minutes, or until it is lightly browned. Let cool, and remove from rack.