In a large bowl, combine the dry cake mix, oil, vanilla, eggs, and sprinkles and stir to form dough.
Scoop an even number of cookies onto prepared baking sheet and bake for 10 minutes at 350F.
Combine marshmallow fluff, butter, and powdered sugar until smooth ribbons form for filling.
Place a scoop of icing onto half the cookies. Top with the second cookie. Roll in extra sprinkles.