Preheat oven to 350 degree F. Coat a 13x9x2-inch pan with nonstick cooking spray. Set aside. For crumb mixture, in a large mixing bowl combine cake mix and oats. Using a pastry blender, cut in peanut butter until mixture resembles fine crumbs. Beat egg with milk; add to crumb mixture, stirring until well mixed. Reserve 3/4 cup of the mixture. Press remaining mixture into bottom of prepared pan.
For filling, beat cream cheese with a mixer until smooth. Add caramel topping and beat until mixed. Spread on top of crumb mixture. Sprinkle chocolate pieces on top, then add the peanuts to cover. Sprinkle evenly with reserved crumb mixture. Bake for 30 minutes. Let cool completely on a wire rack. Cut into 24 bars. Store, covered, in the refrigerator. Makes 24 bars.