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 thick, sticky dough forms. This may take a few minutes of mixing.

Pour the powdered sugar onto a plate. Use a cookie scoop or melon baller to portion out 1-inch dough balls. Drop a few at a time into the powdered sugar and roll to coat completely.

Place the coated dough balls on the prepared cookie sheets, leaving at least 1½ inches of space between each. Repeat until all the dough is used.

Bake for 8–10 minutes, or until the cookies are set.

Let the cookies cool on the baking sheets for 5 minutes, then transfer them to a wire cooling rack to finish cooling.