HEAT oven to 350°F. Line baking sheets with parchment paper, if desired.
BEAT cookie mix, flour, peanut butter, butter, 2 egg yolks, water and vanilla in large bowl with electric mixer on medium speed until soft dough is formed.
WHISK 2 egg whites until foamy. Shape dough into 60, 1-inch balls. Dip into egg whites, then roll in peanuts. Place on prepared baking sheets, 2 inches apart. Make a rounded indentation in the center of each cookie.
BAKE 12 minutes. Remake rounded indentations in cookies. Fill each with scant 1/2 teaspoon caramel topping. Bake an additional 2 minutes or until lightly browned. Sprinkle each caramel center with a small pinch of coarse salt. Cool on baking sheets 5 minutes. Remove to wire rack to cool completely.