1Heat oven to 350°F. Line cookie sheets with cooking parchment paper. In large bowl, beat cake mix, oil, milk and eggs with electric mixer on medium speed 1 minute or until blended. Stir in sprinkles. Onto cookie sheets, drop batter by level tablespoonfuls 2 inches apart.
2Bake 10 to 12 minutes or until set. Cool 5 minutes; remove from cookie sheets to cooling racks. Cool completely, about 20 minutes.
3In large bowl, beat butter and powdered sugar with electric mixer on medium speed 2 minutes or until light and fluffy. Beat in vanilla and food color until blended. For each sandwich cookie, spread about 1 tablespoon filling on bottom of 1 cookie. Top with second cookie, bottom side down; gently press together.