Rolo Cake Mix Cookies Recipe. these are so yummy!!! 1 pkg. Rolo's 1 box Devils Food Cake mix 2 eggs 1/3 c. oil Mix cake mix, oil, and eggs. Take a small ball of dough and form a ball around the rolo. (Only use enough dough to cover the rolo so it can spread through the cookie.) Place on greased cookie sheet and bake at 350 for 7-8 minutes. Yields about 3 dozen. Sprinkle with powdered sugar, if desired.