Saute the shallot and celery in the melted butter in a medium skillet for 5 minutes. Add the flour, tossing to coat well.
Stir in half the chicken stock. Simmer for 5 minutes. Add the remaining chicken stock. Simmer for 5 minutes longer. Strain, reserving the liquid and vegetables.
Blend the peanut butter into the reserved liquid in a saucepan. Stir in the milk.