Preheat oven to 350 degrees. In a large bowl with an electric mixer, cream the cream cheese and butter until smooth. Beat in the egg. Then beat in the vanilla extract. Beat in the cake mix . Cover and refrigerate for 2 hours to firm up so that you can roll the batter into 1-inch balls. Then roll in powdered sugar. Place on ungreased cookie sheet 2-inches apart. Bake 12 minutes. The cookies will remain soft and gooey. Cool completely and sprinkle with more powdered sugar, if desired. Makes 2 dozen cookies.