In a bowl add the devil food cake mix, butter and eggs. Mix with an electric mixer. Then roll into nickel sized balls on a greased cookie sheet and bake at 350 degrees for 8 minutes. Then place on a cooling rack once they are done and let cool before frosting.
In a bowl combine the powdered sugar, butter and vanilla. Thin with milk as needed. Then frost one side of the cookie on the bottom. And match it up with a similar sized cookie and gently press together to create a little sandwhich