In a large bowl, mix together dry cake mix (don't prepare it as called for on the back of the box), vegetable oil, vanilla, and eggs. The dough will be very thick.
Fold in the M and M candies.
Roll the dough into 1" balls and place on an ungreased cookie sheet.
Bake for 9-11 minutes and remove from oven. Let cookies cool for 2-3 minutes on the cookie sheet, then move them to a wire rack to finish cooling.
Notes
Although we love the festive look of the red and green M&M candies in these Cake Mix Christmas Cookies, you can always mix in something extra or substitute the mix-ins to your tastes. Here are some ideas: