“The Playboy Murders” and Holly Madison Look Back on Decades-Old Cold Case Involving Ex-Playmate's Boyfriend

"The Playboy Murders" delves into the murder of Sandy Bentley's boyfriend. The former playmate grew to fame after she and her twin sister dated Hugh Hefner

The new season of Investigation Discovery’s The Playboy Murders premieres Monday, and the first episode tells the twisted story of a shocking double murder with a connection to a former Playboy Playmate.

The premiere episode, titled “Double Trouble,” delves into the murder of the boyfriend of former Playboy cover model Sandy Bentley, whose relationship with Hugh Hefner changed how future Playmates were treated inside the Playboy Mansion.

Bentley and her twin sister, Mandy, dated Hefner and lived in the Playboy Mansion in 1999 and 2000, shortly after he separated from his wife Kimberley Conrad. But Sandy’s subsequent affair with a high-rolling financier led to her falling out with the late Playboy publisher. From there, her story only gets more unbelievable.

In an exclusive clip shared with PEOPLE, executive producer and former Playmate Holly Madison, says the aftermath of Hefner’s relationship with the Bentley twins made him cautious with future girlfriends.

“When I moved into the mansion, things were not as luxurious and I think that’s because he felt so burned by that first relationship after his marriage that he was a lot more careful with his girlfriends moving forward,” Madison says in the exclusive clip.

So what did happen with Sandy Bentley after her relationship with Hefner?

She became involved with Mark Yagalla, a financier who bought Sandy numerous gifts and jewelry during the course of their relationship. It all came to a halt, however, when Yagalla was arrested for running a Ponzi scheme. (He pleaded guilty to securities fraud in 2003.)

But it was Sandy’s next relationship that would end in true tragedy.

In 2002, Michael Tardio and Christopher Monson were found shot to death in the back of an SUV in the Hollywood Hills.

Sandy had begun dating Tardio following Yagalla’s arrest, and along with his friend Monson, allegedly hatched a plan to sell the jewelry purchased by Yagalla, which the federal government had previously attempted to seize, according to authorities interviewed in the episode.

But the plan went horribly wrong, and Tardio and Monson were shot and killed the night of the proposed sale, possibly by the arranged buyer. The murders remain unsolved and the jewels have never been found.

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Madison, who dated Hefner after the Bentley twins, remembers hearing about murders while living in the mansion. “I remember at the dinner table one night not too long after I moved in, one of Hef's friends told me a story about the murder of Sandy's boyfriend at the time and one of his friends, and just all the events leading up to that and everything that happened,” Madison tells PEOPLE in an interview. “And it was such a stranger-than-fiction type of true story.”

Madison hopes that The Playboy Murders could help lead to a break in the case, which is now more than 20 years old.

“Probably the best-case scenario that could come out of this is some answers could be found,” Madison says. “And maybe by shining the spotlight back on these stories, somebody will come forward or somebody will remember something or something will come out.”

Season two of The Playboy Murders premieres Monday at 10 p.m. eastern on ID.

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