Yep. We have been buying any time we see safe ones but I can't just buy dozens and cases of candy bars. I think dd has scarfed all the one we've bought already.

So damn another one bites the dust! 

Another link at FAAN. Scroll down to the May 2012 heading.
http://www.foodallergy.org/page/ingredient-notices

and in case it disappears from their site:
Mars Chocolate North America would like you to know that Milky Way® Simply Caramel Bar is changing its allergen advisory statement from "May Contain Egg" to "May Contain Peanut and Egg."  The reason for the change is because new size varieties will be available that are made on shared equipment with peanut containing products. During the transition, which could take several months, there may be products on store shelves with different allergen advisory statements.  As always, Mars Chocolate North America urges you to read all labels for the most accurate allergen information.  For more information, contact Mars Chocolate North America Consumer Care at (800) 551-9985.

Here's the thread:

Re: Rxn to milky way caramel

This was discussed a while back. I'll try to find the thread but I think the gist of it is that they are making some in an unsafe facility so they chose to mark all of them as unsafe so as not to cause confusion.

Careful buying Milky Way Caramel . Saw my first 1 with a nut warning. So glad I decided to look! I am planning on calling to find out why they now have a warning.