Preheat oven to 350 degrees.

Combine the cake mix, egg, and butter in a medium bowl. Beat together until well mixed.

With a spoon, gently stir in the sprinkles, adding as many as you would like.

Roll into about 1-inch balls and place on a cookie sheet. Lightly press the cookies down about halfway with the bottom of a cup, and bake for 8-10 minutes.

Remove from oven and cool completely.

Divide the frosting and mix in 3 or 4 colors of your choice. Place each color of frosting into a plastic baggie, and snip the corner off to use for piping.

Pipe a round mound of frosting on the bottom of one cookie and gently press another cookie on top of it. Repeat this until all the cookies are frosted and topped with another cookie.