Preheat oven to 350F. Line cookie sheets with parchment paper; set aside.

In a large bowl, combine the cake mix, Cool Whip, and egg. Stir well until a sticky dough forms; this will take a few minutes of stirring.

Pour the powdered sugar out onto a plate. Use a cookie scoop or melon baller to create 1-inch balls of dough and drop them onto the plate of powdered sugar a few at a time. Roll the balls in the powdered sugar then place them on the prepared cookie sheets, leaving at least 1 ½ inches of space between each cookie dough ball. Repeat this process until all the dough is turned into balls and rolled in the powdered sugar.

Bake the cookies at 350F for 8-10 minutes until set.

Cool the cookies on the cookie sheets for 5 minutes, then transfer to a wire cooling rack to finish cooling.