Preheat the oven to 350°F and lightly spray an 8X8 baking pan with nonstick cooking spray.
In a large bowl, mix the melted butter, brown sugar, and peanut butter together. Add the egg and vanilla and mix well. Add the flour and stir until combined. Fold in the M&Ms, chocolate chips, peanut butter chips, and pretzel pieces. Press the mixture evenly into the prepared baking pan. Bake for 25 to 30 minutes or until golden brown and set. (The toothpick test isn't great for this recipe as you still want them to be a little gooey.) Cool completely before slicing.
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