In a glass bowl over simmering water, melt melt butter with the sugar and cocoa. While still over water, add egg and beat to combine (will thicken quite a bit here). Remove from heat and add crumbs and pretzels. Press into an 8 x 8 cake pan. Set aside.
Middle Layer
Combine peanut butter and butter together in small bowl. Mix in sugar and vanilla to form a thick paste. Dump onto base layer and smooth over, patting down to make a flat, even layer.
Top Layer
In a glass bowl over simmering water, melt butter and chocolate together. Stir until smooth. Pour over peanut butter layer and spread out evenly.
Chill in fridge until chocolate is set. Cut into squares.