In a large bowl or the body of a stand mixer fitted with the whisk attachment, mix together powdered sugar, peanut butter, vanilla, and butter. Blend these ingredients well until they form a smooth mixture.
Add milk one tablespoon at a time until the mixture becomes a nice workable dough. You want it to be a bit sticky but still scoopable. This is key to shaping your eggs!
Scoop 2 tablespoon-sized rounds onto a large baking sheet lined with parchment paper. Using your hands, form each round into egg shapes. I found it helpful to squeeze the bottom of one side down a little to create that classic egg form.
Place the shaped eggs in the freezer for about 1 hour to firm up. This step is important to ensure they hold their shape when you dip them in chocolate.
When ready to dip in chocolate, melt chocolate chips and coconut oil together in a heatproof glass measuring cup. Microwave in 30-second increments, stirring in between until fully melted and smooth.
Carefully dip each egg in the melted chocolate using a fork. Quickly pull it back out, letting the excess chocolate drip back into the bowl. This method helps to avoid a thick coating.
Once dipped, place the eggs back on the waxed paper-lined baking sheet. While the chocolate is still warm, sprinkle with sea salt and chocolate jimmies if desired for that festive touch.
Allow the eggs to set for about 1 hour. If you’re in a rush, you can speed this up by placing the baking sheet in the refrigerator.