Preheat oven to 350°F. Line cookie sheets with parchment paper; set aside
In a large bowl, combine the cake mix, Cool Whip, and egg. Stir well until a sticky dough forms; this will take a few minutes of stirring.
Pour the powdered sugar onto a plate. Use a cookie scoop or melon baller to create 1-inch balls of dough and drop them onto the plate of powdered sugar a few at a time. Roll the balls in the powdered sugar then place them on the prepared cookie sheets, leaving at least 1 ½ inches of space between each cookie dough ball. Repeat this process until all the dough is turned into balls and rolled in the powdered sugar.
Bake the cookies at 350°F for 8-10 minutes until set.
Cool the cookies on the cookie sheets for 5 minutes, then transfer to a wire cooling rack to finish cooling.
Notes
You can add a little extra all-purpose flour to the mix if you find the batter too sticky.
Since these cookies tend to be sticky, use parchment paper or a silicone baking mat to keep them from sticking to the pan.