Make the base: Line an 8-inch square baking dish with parchment paper, extending it over the sides. Put the butter in a sauce pan and melt it down.
Once the butter melts, stir in the sugar and cocoa. Whisk in the egg; cook, whisking, until the mixture is warm and the consistency of hot fudge, 6 minutes. Remove from the heat; mix in the saltine crumbs and peanuts. Press the crust into the prepared pan.
Make the filling: Spread the jelly over the crust in the pan; place in the freezer for a few minutes. Beat 5 tablespoons plus 1 teaspoon butter, the peanut butter and confectioners' sugar with a mixer until fluffy. Spread over the jelly layer; return to the freezer while you make the glaze.
Place the chocolate and the remaining 2 tablespoons butter in a sauce pan. Heat over low stirring often until the chocolate is melted and smooth.
Spread the chocolate over the chilled peanut butter layer. Freeze for 30 more minutes.
Take the bars out of the freezer and cut into small squares to serve (they're rich!). They're best kept frozen, but can also be served room temp.