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1. Preheat oven to 350 degrees and line cookie sheets with parchment paper.
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2. Combine cake mix, pumpkin and oil until smooth.
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3. Scoop out dough balls about the size of walnuts onto parchment paper and bake for about 14 minutes or until the tops of the cookies "spring" back when you touch them.
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4. Let cool.
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5. Cheesecake Filling: Using a stand mixer with the whisk attachment, whisk instant pudding mix and whipping cream together until stiff.
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6. Pipe onto the bottom of half the cookies and use the unfrosted cookies to place on top making little cookie sandwiches! Place in a tupperware and let chill until ready to serve!