Add instant pudding mix and mix to a medium mixing bowl. Whisk together for 2 minutes until thickened and all lumps are gone. Cover with plastic wrap (touching the pudding), and refrigerate for at least 1 hour so the pudding sets.
In another mixing bowl, beat whipping cream, vanilla, and powdered sugar until medium peaks form. Mix in peanut butter until well incorporated.
Chop Snickers bars into small pieces.
Assembly: Layer parfait in dessert cups starting with pudding on the bottom topped with peanut butter mousse, and then some candy bar pieces. Repeat layers in each cup. Serve immediately.
Once you make the pudding and peanut butter mousse, they can be covered and stored in the fridge until you're ready to assemble and serve.