In large bowl, beat cream cheese, peanut butter and honey with electric mixer on medium speed until smooth. Add powdered sugar; beat just until smooth. Cover; refrigerate at least 1 hour while baking and cooling cookies.
Heat oven to 350°F. Make cookies as directed on package. Cool completely.
Spread 1/3 cup cream cheese mixture on bottom of 1 cookie; top with another cookie, bottom side down. Press cookies together slightly so cream cheese mixture just extends past edges of cookies. Roll edge of cream cheese mixture in chopped peanuts to generously coat. Repeat with remaining cookies.
Serve immediately, or store in single layer tightly covered in refrigerator up to 4 hours (cookies stored longer become very soft).