In a large bowl, beat cream cheese, butter, egg, and vanilla with a hand mixer until fluffy.
Mix in cake mix until combined, and chill in the refrigerator for 30 minutes.
Preheat the oven to 350°F.
Place powdered sugar in a bowl. Scoop out and roll dough into 1½-inch balls and then roll in powdered sugar until well coated. Place onto a lightly greased cookie sheet.
Bake for 10-12 minutes.
Let cookies sit on the cookie sheet for about 10 minutes, then remove to a rack to cool.
Sift more powdered sugar on top, if desired.
