Preheat oven to 350. Line cookie sheets with parchment paper or a silpat. Beat together the cake mix, eggs, and oil. The batter will be stiff.
Take rounded teaspoons of the dough, roll into balls, and place on cookie sheets. Press them down with your palm or the bottom of a glass so they are a little flattened.
Bake for 8-10 minutes. Allow to set up on the pan for a couple minutes, then transfer to a wire rack to cool.
While the cookies are baking, beat together the cream cheese and butter. Add in the powdered sugar and vanilla. Beat until smooth.
To assemble, spread about a tablespoon of frosting on half the cookies, then top with the remaining cookies. Store in a sealed container in the fridge. Unless you are planning on eating all of them right away. Don’t worry. No one is judging you.