In a medium bowl, cream together the cream cheese and butter. Stir in the egg and vanilla. Add cake mix, and stir until well blended. Roll into 1inch balls and roll the balls in the confectioners' sugar. Place 1 inch apart onto an ungreased cookie sheet.
Bake for 10 to 13 minutes in the preheated oven. Remove from baking sheets to cool on wire racks.
