Preheat oven to 375º F. Spray the bottom of a cookie sheet with cooking spray and set aside.
In a mixing bowl, mix together cake mix, eggs, coconut oil and vanilla until combined. (If batter is too dry, add some water 1/2 teaspoon at a time).
Roll batter into 1" balls and place on cookie sheet and bake for 8-10 minutes. They might look doughy but they will be perfect when they cool!
Combine powdered sugar, butter, milk, and peppermint extract in a small bowl with a blender. Add in about 1/8 cup (1 crushed candy cane and fold into frosting.
Spread filling on one cookie then top with another. Option: Roll sides of frosting in extra crushed candy cane for serving. Enjoy!