HEAT oven to 350 degrees F. Beat sugar, brown sugar, butter and peanut butter in large mixing bowl on medium speed of electric mixer until creamy. Beat in eggs, milk and vanilla. Stir in rolled oats, flour, coconut, baking powder and baking soda until well blended.
DROP dough by tablespoonfuls, 2 inches apart, onto ungreased cookie sheets. Bake 10 to 12 minutes or until light brown around edges. Cool 2 minutes before removing to wire rack to cool completely.
SPREAD 2 teaspoons chocolate hazelnut spread on bottom side of half the cookies. Top with remaining cookies, flat side down, to form sandwich cookies.