Preheat oven to 350 degrees F. Line a 13x9 rectangular baking pan with foil and extend the sides of the foil over the edges of the pan. Spray the foil liberally with cooking spray; set aside.
In a large bowl, combine the cake mix, egg, and melted butter until a stiff and thick dough comes together. Press the dough evenly into the bottom of the pan and bake for 12 minutes. Remove from the oven but keep the oven on.
Sprinkle the top of the crust evenly with the peanut butter cups, chocolate and peanut butter chips, Reese's Pieces candies, and crushed Oreos. Drizzle the condensed milk evenly over the top. Return to the oven and continue baking for 18-20 minutes or until the top is bubbly and set. Cool completely before cutting into bars.