In a medium mixing bowl, combine the creamy peanut butter and softened unsalted butter.
Using an electric mixer, beat the peanut butter and butter together on medium speed until smooth and creamy, about 2 minutes.
Add the sifted powdered sugar gradually, mixing on low speed until fully incorporated.
Add the pure vanilla extract and heavy cream to the mixture.
Increase the mixer speed to medium-high and beat the filling until light and fluffy, about 2-3 minutes.
If the filling is too thick, add an additional teaspoon of heavy cream and mix until desired consistency is reached.
Use immediately to sandwich between cooled cookies or store as directed.