Combine sugar and coconut milk in a small saucepan and bring to a boil over medium heat. Bring the mixture to softball stage (235 F or 118 C) on a candy thermometer, stirring gently but constantly. Turn off heat and stir in salt, oil, and chocolate until very smooth then add vanilla. Set pan aside to cool while making dough.

Pre-heat oven to 350 degrees F (180 C). Cream butter and sugars together in bowl of stand mixer (or with hand mixer). Scrape sides of bowl and add coconut cream and applesauce; beat until well combined. Add vanilla, soda, and salt. Add flour one cup at a time and beat after each addition but just until combined. (If you are using a hand mixer you may have to hand stir the last cup of flour into the dough.) Stir in peanut butter cups and line a cookie sheet with parchment. Drop large spoonfuls at a time of fudge into dough and gently fold in with a large spatula (if you want the prettiest swirls I found the best way was dividing the dough in half or thirds on this part).

Roll into golf-sized balls and place about 2 inches apart on baking sheet. Bake for 8 - 10 minutes until edges just start to turn golden brown. Remove from oven and cool for about 5 minutes before moving to cooling rack.