Add the cake mix, vegetable oil, eggs, and vanilla to a large bowl or stand mixer fitted with a paddle attachment and beat until combined. The dough will be glassy and almost look like bread dough.
Chill the dough for 45 to 60 minutes.
Preheat the oven to 350 degrees F and line a baking sheet with parchment paper.
Use a medium cookie scoop to portion out the dough and roll between your palms to make a ball. Roll the ball in the sugar to coat and place on the prepared baking sheet at least 2 inches apart.
Bake for 8 to 9 minutes. Do not over bake these cookies, they will look puffy and slightly underdone, but they will finish cooking on the baking sheet after coming out of the oven.
Allow the cookies to cool on the baking sheet for about 5 minutes before transferring to a wire rack to cool completely.