The PB&J Shake has been on the menu for quite a long time, and was still available when we were at WDW earlier this year. I would cry if they took this off the menu! It is my favorite milkshake in all of WDW. Honestly, I have never asked how they make it, but I always assumed it was just vanilla ice cream with peanut butter and jelly, whirled around to make a shake.