Mix the yogurt with the pudding until well mixed (approximately 3-4 minutes) with no streaks or lumps.
Add the cool whip and mix until combined.
Heat the peanut butter until soft and slightly runny.
Add to your mixture and stir or fold until fully mixed.
Add one cookie to the bottom of a serving bowl and top with pudding.
Crumble a second cookie to top.
If using a banana, layer the slices with the pudding mixture for a parfait like dish.
Enjoy!!