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1. Preheat oven to 350 degrees and line cookie sheets with parchment paper.
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2. In a large bowl, sift in cake mix.
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3. Add eggs, oil and vanilla extract to cake mix and stir until combined. The dough will be very stiff.
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4. Place tablespoon sized dough balls on cookie sheets (3 inches between each dough ball). Gently press your dough balls down to flatten them a little.
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5. Bake for 7-9 minutes depending on how soft you want them.
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6. Place on cooling racks.
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7. Filling: Beat cream cheese, butter, powdered sugar and peppermint extract until smooth. Adjust consistency using more or less powdered sugar. Add food dye and stir well.
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8. Pipe filling onto the bottom of half your cookies, and use the other non-frosted cookies to sandwich the others! Roll in colored sprinkles if desired.
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9. Place your cookies in tupperware and let chill for a few hours or ever overnight. Seriously, they are taste fabulous after a good night's rest :)