Bake brownies according to instructions. I used parchment paper to easily lift them out of the pan for cutting. Cut them into 1-inch pieces once cooled.
For the pudding, combine pudding and milk and beat for 2-3 minutes in a mixing bowl. Add peanut butter and vanilla and beat until smooth. Fold in 2 cups of the Cool Whip.
Chop up the peanut butter cups.
Layer in the trifle dish: ½ brownies, ½ peanut butter cups, ½ pudding. Repeat.
Top off with the leftover Cool Whip and another few chopped peanut butter cups. Since I made mine the day before, I waited and did this step right before serving.