HEAT oven to 350°F Line cookie sheets with parchment paper.
COMBINE brownie mix, oil and eggs in medium bowl. Beat 30 to 40 strokes. Drop by tablespoonfuls onto prepared cookie sheet about 2 inches apart.
BAKE 8 to 10 minutes or until edges are set. Cool 2 minutes on cookie sheet. Remove to wire rack to cool completely.
BEAT frosting and peanut butter in medium bowl with electric mixer on medium speed until light and fluffy. Add milk, beating until smooth. Place half of pies flat side up. Spoon 2 tablespoons filling in center of each pie. Top with remaining pies, rounded side up. Press gently to spread filling.
Whoopie pies may be wrapped individually in plastic wrap and stored in the refrigerator for several days.