About an hour before starting, pull out the butter to get to room temperature(see note 1). Preheat oven to 350°F. Line a large sheet pan with parchment paper or a nonstick baking liner and set aside.
In a very large bowl, add the cake mix, pudding mix, room-temperature butter, eggs, and vanilla. Using a hand mixer, beat until just combined. It may seem crumbly at first, but it will come together. Use a spatula to scrape the sides and bottom of bowl as needed. Stop mixing as soon as a thick dough forms.
Using a tablespoon measuring spoon, measure out 1 full tablespoon(20 grams) dough balls. (You’ll get around 34–36 cookies.) If the dough balls are at all soft, pop them in the freezer to chill for about 15 minutes so they stay nice and thick while baking. Place the cookie dough balls 2 inches apart on the lined sheet pan and bake for 7–10 minutes (I like them best at 8 minutes). You want to slightly underbake these cookies to keep them soft, fudgy, and flavorful! Remove from the oven and let stand on the cookie sheet for 3 minutes before using a spatula to transfer to a wire cooling rack to finish cooling. Repeat to bake the rest of the cookies.
Frosting
Combine the powdered sugar, granulated sugar, shortening, salt, and vanilla. Beat until well mixed (it will likely still be crumbly.) Add the hot water, starting with 1-1/2 tablespoons and beat until you have a thick frosting. Add an additional 1/2 tablespoon if needed. (This is supposed to be a very thick, Oreo-like creme filling—almost dough-like). Frost the cookies right after the frosting has been prepared. The longer the frosting sits, the more it thickens and becomes harder to spread on the cookies.
Putting it together
Once cookies are cooled (it’s okay if they’re ever-so-slightly warm), divide the frosting evenly among the 17–18 cookies. Frost generously, then sandwich with the remaining 17–18 cookies.
Video
Notes
Note 1: If the butter is at all melted, you’ll need to chill the cookie dough. I recommend setting it out for about an hour before making these cookies.Storage: These are best enjoyed the same day they’re made! These cookies are the softest on day 1 and get harder each day after that.