Preheat your oven to 350°F (175°C). Prepare a shallow bowl by filling it with confectioners' sugar.

In a medium-sized mixing bowl, blend the softened cream cheese and butter using an electric mixer until the mixture reaches a smooth, creamy consistency. Incorporate the egg and vanilla extract, mixing until well combined. Add the cake mix, stirring until a thick, cohesive dough forms. Shape the dough into 1-inch balls.

Roll each ball in the bowl of confectioners' sugar to fully coat, then arrange them on an ungreased baking sheet, leaving a 1-inch space between each.

Bake in the preheated oven for 10 to 13 minutes, or until the cookies are just set. Remove from the oven and carefully transfer the cookies to wire racks to cool.