Preheat the oven to 375°F. Line sheet trays with parchment paper, set aside.
Place 1 box red velvet cake mix, 2 large eggs, ⅓ cup salted butter, melted and cooled slightly and 2 teaspoons vanilla extract into a large bowl. Mix together with an electric hand mixer until there are no dry patches.
Place ½ cup powdered sugar in a separate bowl. Place 1 Tablespoon-sized dollop of the dough directly into the powdered sugar. I like to use a 1 Tablespoon-sized cookie scoop for this. Roll the dough around in the powdered sugar.
Tap the excess sugar off and place them directly onto the prepared sheet tray, 3 inches apart.
Bake for 7-9 minutes, the cookies will slightly spread, crack on top and appear set, with no wetness to the cookies once done. Let them cool on the sheet tray for 10 minutes, then transfer to a wire rack to cool completely.
While the cookies are cooling, make the frosting. Place 4 ounces (1/2 block) cream cheese, softened to room temperature and 4 Tablespoons salted butter, softened to room temperature in a medium-sized bowl, and with an electric hand mixer, whip until smooth.
Add 1 teaspoon vanilla extract and 2 cups powdered sugar to the bowl a little at a time until fully mixed in. Turn the mixer on to medium-high speed and whip for 2 minutes.
Place about 2 teaspoons worth of the frosting on the bottom of a cookie. Top with another cookie, gently press down to make a sandwich.
Repeat with the remaining cookies, there may be a little bit of frosting leftover.
Notes
A homemade red velvet cake should would but we have not tested it.
You can use any cake mix flavors you like.
Different frostings can be used, see my tips above.