Beat together powdered sugar, peanut butter, and butter together in a large bowl. It should be pretty crumbly.
Add two tablespoons of milk and continue to beat together until the dough softens. If the dough still seems crumbly that is ok, but it should hold it's shape if pressed together.
Dust a clean surface lightly with powdered sugar and roll the dough out to about ½-inch thick. Use a small egg cookie cutter, or a knife to cut out egg shapes. Press the scraps together and roll and cut ut again until all of the dough has been used up.
Place the cut-out eggs on a parchment-lined baking sheet and chill in the freezer for an hour.
When you are ready to dip the eggs, add the white chocolate and shortening in the microwave and heat in 30-second intervals, stirring between each interval until the chocolate is completely melted.
Use a fork to dip each egg in the chocolate. I used a spoon to help cover them completely. Tap off the excess chocolate before transferring the eggs to a piece of parchment paper or wax paper to set up.
If using colored candy melts, melt each color in the microwave stirring every 30 seconds until melted. Transfer to a small zip lock bag and snip the corner of the bag. Drizzle across the eggs. Let them set completely before serving.