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1. Preheat oven to 350 degrees and line cookie sheets with parchment paper.
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2. Sift cake mix into a large bowl to remove ay lumps.
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3. Add eggs, oil and vanilla extract and stir until smooth. Dough will be thick.
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4. Make dough balls (about the size of golf balls-or a little smaller) and place on cookie sheets 2 inches apart and gently press down on the dough balls to flatten them out a bit.
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5. Bake for 6-8 minutes, depending on how fudgey or cakey you prefer them.
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6. Let cool.
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7. Brownie Batter Filling: Beat butter, brownie mix, cocoa powder, salt, vanilla extract and milk together until smooth. Slowly add in powdered sugar a little at a time until you reach your desired consistency. Taste. If it's not sweet enough for your liking, add more powdered sugar (and milk if it gets too stiff).
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8. Frost the bottoms of half the cookies and then sandwich the unfrosted cookies on top of the frosted ones to make your Oreos! Place in a tupperware and let set in the fridge for at least 30 minutes until eating. I will usually just let them sit overnight! (You don't have to let them chill but I think they're SO much better cold :) )