It honestly depends on which recipe you use. Some peanut butter recipes absolutely need to be chilled...such as the recipe at Sally's Baking Addiction for "classic peanut butter cookies". This recipe in particular doesn't necessarily need to be chilled, they still taste great if you skip that step. I typically only follow the step to chill the dough first if I'm baking these to take elsewhere...my family doesn't care if they aren't "perfect".