HEAT oven to 350°F.
BEAT peanut butter, sugar and egg in large bowl with mixer until blended; press onto bottom and up side of 9-inch pie plate. Use fork to make cross-hatch design around edge.
BAKE 14 to 15 min. or until golden brown. Cool completely. Meanwhile, microwave 4 oz. chocolate, marshmallows and milk in large microwaveable bowl on HIGH 1 min. or until chocolate and marshmallows are completely melted, and mixture is well blended when stirred. Cool to room temperature.
ADD 2 cups COOL WHIP to chocolate mixture; stir gently just until blended. Spoon into crust; top with remaining COOL WHIP. Refrigerate 2 hours or until firm.
MEANWHILE, draw 7 (2-inch) stars on paper; place on baking sheet. Cover with waxed paper. Microwave remaining chocolate in microwaveable bowl on HIGH 1 min. or until melted, stirring after 30 sec.; spoon into resealable plastic bag. Press out excess air, then seal bag. Cut small 1/8-inch piece off one bottom corner of bag; use to trace outlines of stars, then fill in centers. Sprinkle with nuts; refrigerate 10 min. or until chocolate is firm.
REMOVE stars carefully from waxed paper. Use to garnish pie just before serving.