Place a stainless steel bowl in the freezer to chill, about 20 minutes. Set 6 tall glasses on a baking sheet and put a cone in each. Drop a malted milk ball into each cone.
Roughly chop the remaining malted milk balls and put in the cold bowl with the peanut-butter-cup pieces and ice cream. Use a metal spoon to smash and stir the candies into the ice cream, working quickly to keep it from melting.
Press 1 small scoop of the candy ice cream into each cone. Dot with a heaping teaspoon of fudge sauce and top with 2 generous scoops of the candy ice cream. Freeze the cones (in the glasses) until firm, about 2 hours.
Meanwhile, melt the semisweet and milk chocolate with the butter and corn syrup in a heatproof bowl set over a saucepan of barely simmering water (do not let the bowl touch the water), stirring until smooth. Remove the bowl from the saucepan and let sit until the chocolate is cool but still pourable, about 10 minutes.
Remove the cones from the glasses and dip the ice cream into the chocolate, swirling to coat. Immediately sprinkle the peanuts over the chocolate; place the cones upright in the glasses and freeze until the chocolate shell is set, at least 1 hour or overnight.
Be sure to freeze each cone upright in a tall glass to keep the chocolate shell intact.