Begin by greasing your 9x13 inch baking dish with a little butter. This will help prevent the treats from sticking.
In a large saucepan over low heat, melt the butter. Once melted, add the miniature marshmallows and stir continuously until completely melted and smooth.
Remove the saucepan from heat and immediately add the cocoa krispies cereal. Gently fold the cereal into the marshmallow mixture until evenly coated.
In a separate bowl, combine the marshmallow creme and creamy peanut butter. Mix until smooth. Add this mixture to the cereal mix and stir until everything is well combined.
Carefully fold in the chopped Reese's peanut butter cups, ensuring they are evenly distributed throughout the mixture.
Spread the mixture into your prepared baking dish and press it down firmly to create an even layer. Let it cool for about 10 minutes, then place a sheet of wax paper or parchment paper over the top and roll it up tightly, creating a log shape.
Refrigerate the rolled pinwheel for at least 1 hour until firm. Once set, remove from the fridge and slice into pinwheels using a sharp knife.