n a large bowl, combine the cake mixes, oil and eggs until well blended. Roll into 1-in. balls. Place 2 in. apart on ungreased baking sheets. Do not flatten.
Bake at 350° until set, 8-10 minutes. Cool for 5 minutes before removing to wire racks (cookies will flatten as they cool).
In a small bowl, beat cream cheese and butter until fluffy. Beat in sugar and vanilla until smooth. Spread or pipe filling on the bottoms of half of the cookies; top with remaining cookies. Store in the refrigerator.