Preheat oven to 350°F. Line 2 baking sheets with parchment paper.

Combine cake mix, buttermilk, oil, eggs, and pudding mix in a large bowl. Mix on low speed with an electric mixer until ingredients are just blended, then on high 1 minute.

Drop batter by 1/4 cupfuls onto prepared baking sheets, about 2 inches apart. Bake 13 to 15 minutes or until set.

Let cookies cool 5 minutes, then transfer to a wire rack to cool completely.

Spread cream cheese frosting onto flat side of half the cookies; sandwich remaining cookies on top.

Note:

Make your own buttermilk by blending 1/2 cup milk and 1 1/2 tsp vinegar or lemon juice.