Step 1

Beat together the cake mix, egg, butter, and cream cheese until a soft dough forms. Refrigerate the dough for at least 60 minutes.

Step 2

Preheat the oven to 350 degrees. Set out a cookie sheet.

Step 3

Scoop out and roll the dough into 24 even dough balls. Press each ball flat and place a Rolo in the center.

Step 4

Form the cookie dough around the candy and roll into a ball again. Roll the cookie dough ball in the cinnamon sugar and place on a baking sheet.

Step 5

Bake for 10 minutes. Remove from the oven and let cool on the cookie sheet for 2 minutes before moving to a piece of parchment paper.

Step 6

Use the back of a flat spatula to gently tap the cookie tops, if desired. Let cool completely. Store in a sealed container on the counter.