Heat oven to 350℉. Cover baking sheet with parchment paper.
Mix cake mix, oil, water, eggs, vanilla, and pudding mix until smooth - about 2 minutes.
Spoon rounded scoops of dough onto parchment paper about 2 inches apart. Cook for 10-11 minutes. You should get about 36 cookies which will yield about 18 whoopie or moon pies.
Let set on baking sheet for about 1-2 minutes before removing from cookie sheet. Let cool completely.
Frosting
Add butter, vanilla, and powdered sugar to a mixing bowl and beat until smooth.
Add in marshmallow creme and stir until all is creamy.
Gently frost the back side of a cookie and then top it with another cookie.
Roll the sides of the Whoopie Pies in the sprinkles so the sprinkles adhere to the frosting.
Notes
For this recipe, we call for devils food cake mix. Really any chocolate cake mix would taste delicious, with this recipe.