Combine the cream cheese, butter, egg, and vanilla in the mixer bowl and beat well until combined and fluffy.

Stir in the cake mix until fully incorporated.

Cover the bowl and chill in the refrigerator for 30 minutes.

Preheat the oven to 350 degrees.

Line baking sheets with parchment paper.

Roll tablespoon-sized balls of dough between your hands and then roll them in the confectioner's sugar before placing them 1-2" apart on the prepared baking sheet.

Bake for 10-12 minutes, they will be puffed and slightly soft when done.

Sprinkle more confectioner's sugar on top if desired.