preheat oven to 350℉Prepare a baking sheet with non stick spray or a silpat.
In a medium sized mixing bowl add the cream cheese, butter, vanilla extract and the egg. Whisk the dough until it is well combined. Stir in the cake mix until combined. Dough will be slightly sticky.
In a small bowl add the powdered sugar. Take a small scoop or tablespoon of the dough and roll into a ball. Roll the ball in the powdered sugar and place on a your sheet pan about an inch apart.
Bake for 10-12 minutes on the middle rack of your oven. The cookies will be light in color, you don't want to brown them. Serve warm or store in an airtight container for up to two weeks, they won't last that long.
Chilling Tip
To make the dough easier to work with you can chill the dough for 30 minutes before rolling out.