Preheat oven to 350℉, adjust rack to middle of the oven. Line two large baking sheets with parchment paper.
In a medium bowl, using a hand mixer, mix the cold cream cheese cubes with the powdered sugar on medium-low until combined. Optional, if you have vanilla extract you can add 1 teaspoon. Refrigerate until ready to use, it needs to be cold when you stuff the cookies.
Mix the cake mix, flour, eggs, and butter in a large bowl on medium-low until just combined. Refrigerate for 5-10 minutes.
Use a 2 tablespoon cookie scoop to portion the dough. Flatten each dough ball into a disc about the size of the palm of your hand. Place it on the parchment paper and put 2 teaspoons of cream cheese filling in the center. Bring the dough up around the filling, and roll it briefly in your hand to seal it together. Roll dough ball in powdered sugar to generously coat.
Arrange 2” apart on the baking sheets to allow cookies to spread. Bake for 9-11 minutes, or until cookies appear crackled and dry on the top, and just starting to brown on the bottom. Cool on baking sheet for 5 minutes, transfer to cooling rack. If not serving them all same day, store them in a large plastic bag in the refrigerator, squeezing all air out before sealing.