Cookies: In a mixer, combine cake mix, eggs, water and oil. Whip together for 2-3 minutes.
On a parchment paper, scoop out batter into round mounds. Use a small ice cream scoop that measures about 1.5 inches in diameter. Use the back of a spoon to round out scoops of batter into perfect circles. Bake for 8 minutes. Let cool completely before adding icing.
Icing: In your mixer with the paddle attachment, whip together butter and sugar (start with 3 cups of powdered sugar, then add more if necessary for thickness).
Whip for 5 minutes until light and fluffy. Scoop into a pastry bag.
To fill, pipe icing onto the bottom cookie (wrong side up), then top with another cookie (right side up).