Combine cake mix, Cool Whip and egg in a large bowl. Stir with a wooden spoon until well combined. Batter will be sticky and thick.

Place Confectioners sugar in a small bowl. Drop cookie batter into the sugar by the spoonful. Roll the dough around in the confectioners sugar, forming a ball.

Bake in a preheated 350 degree oven for 10-12 minutes. Remove from oven and allow to cool on cookie sheet for 3 minutes then move to a cooling rack.