Preheat the oven to 350°F and line a large baking sheet with parchment paper.
In a large bowl, mix cake mix, sour cream, eggs, and oil until smooth.
Scoop about 2 tablespoons of dough for each cookie and drop onto the prepared baking sheet, leaving a little space between each one.
Bake for 12 minutes, until the cookies are puffed up and lightly golden. Remove from the oven and let them sit on the baking sheet for a few minutes.
Transfer the cookies to a wire rack and let them cool completely before frosting.
In a large bowl, beat the softened cream cheese and softened butter with a hand mixer until smooth and creamy.
Slowly add the powdered sugar while mixing on low speed until all the sugar is incorporated. Add the vanilla extract and beat again until the frosting is smooth.
Once the cookies are completely cooled, spread the frosting over the tops of the cookies.
Sprinkle chopped walnuts over the frosting, then serve right away or store the cookies in the refrigerator until ready to enjoy.
