Preheat oven to 350.
Line a baking sheet with parchment paper.
Combine cake mix, eggs and oil until mixture forms a dough.
Form dough into 1" balls and place on prepared sheet gently pressing down to flatten to about 2" round.
Bake for about 8 minutes until edges just start to brown.
Transfer to wire racks to cool.
Cream butter in a medium bowl
Slowly add in the powdered sugar, and milk as needed, until everything is incorporated and frosting is right consistency.
Divide into equal size batches of the number of colors desired and add several drops of color to each.
Transfer icing to piping bag or to a zippered bag and clip corner.
Pipe icing onto a cookie starting around edge and filling to middle. Top with another cookie, gently pressing together.