Heat oven to 350°F. Place cookie dough rounds 2 inches apart on ungreased cookie sheet. Bake 14 to 18 minutes or until edges are golden brown. Cool 3 minutes; remove from cookie sheet. Cool completely, about 15 minutes.
Meanwhile, in medium bowl, beat cream cheese, powdered sugar, peanut butter and yogurt with electric mixer on low speed until blended. Fold in whipped topping and crushed candy with rubber spatula.
In small microwavable bowl, microwave fudge topping on High 25 to 30 seconds or until melted and drizzling consistency. Crumble 1 cookie into each of 2 (12- to 14-oz) parfait glasses.** Top each with about 1/3 cup yogurt mixture; drizzle each with 1 tablespoon fudge topping. Repeat layers. Refrigerate at least 1 hour but no longer than 4 hours before serving.