Whisk sugar, milk, cocoa, and salt together in a 3-quart stainless steel saucier. Bring to a boil over medium heat (this should take about 5 minutes), then clip-on a digital thermometer and continue cooking until mixture is bubbly, thick, and exactly 230°F (110°C), about 6 minutes longer. For best results, avoid handheld thermometers, which may not perform well due to unsteady placement during long-term projects such as candy.
Off heat, whisk in melted chocolate, peanut butter, and vanilla extract. Using a flexible, heat-resistant spatula, fold in both types of oats. Stir just until mixture begins to thicken, then drop onto a parchment-lined half sheet pan, using a pair of metal spoons. Cool until cookies are firm and dry to the touch, about 25 minutes, and transfer to an airtight container. Store about 2 weeks at room temperature or up to 1 month in the fridge.