Preheat oven to 350 degrees F. Line 2 baking sheets with parchment paper; set aside.

In a large bowl, combine the cake mix, oil, eggs, and vanilla and stir to combine until a thick dough forms. Drop 2-Tablespoon-size balls of dough 3" apart on the baking sheets. If there are little parts of the whoopie pie dough sticking up, press them down gently with a damp finger.

Bake for 12-15 minutes, rotating pans halfway through baking time to ensure even cooking. Cool for 5-10 minutes on the baking sheets, then carefully transfer the cookies to a wire rack to finish cooling completely.

For the frosting: In a large bowl, beat together the cream cheese, butter, and vanilla with a handheld electric mixer until combined and smooth, about 30 seconds. Add in the confectioners' sugar gradually, mixing well after each addition until frosting is smooth and fluffy.

Attach a large open-circle tip to a piping bag and add the frosting to the piping bag. Pipe a generous amount of frosting onto one of the flat sides of the cookie. I like to make a circle with the icing just shy of the actual edge of the cookie, then fill the circle in with more frosting like a spiral. Top the frosted side of the cookie with another cookie half.

If desired, dust the tops of the whoopie pies with confectioners' sugar. Store any leftover whoopie pipes airtight in the fridge or at room temperature.