Place Cake Mix, butter, egg, & vanilla in mixing bowl. Beat on Low Speed with an electric mixer, until the ingredients are well combined, about 1 minute.
Cut a piece of waxed paper or parchment paper about 14-inches long. Place the cookie dough (it will be sticky) on wax paper, then lift one edge of paper over the dough & press it together.
Form a log of 12-inches long and 2-inches wide. Tightly roll the dough in wax paper & placed it in the refrigerator to chill for at least 3 hours or overnight.
Place rack in center of oven & preheat the oven to 350 F. Set aside 2 ungreased baking sheets.
Unwrap the waxed paper covered log of dough & transfer to cutting board. Use a sharp knife, slice dough 1/4 to 3/8 inch thick. Place on baking sheets about 3 to 4 inches apart.
Brush the slices with beaten egg white & sprinkle colored sugar or cinnamon & sugar or lemon zest or chocolate chips or your choice of toppings. Bake cookies 5 to 8 minutes, let cool for 1 to 2 minutes on baking sheet, then transfer to cooling rack.
These cookies do freeze well baked or unbaked in log. Enjoy! :)