Preheat the oven to 350 F. In a large bowl, mix together cake mix, eggs, and vegetable oil until smooth. Fold in the fruity pebbles cereal.
Use a cookie scoop to place the cookie dough onto a large ungreased baking sheet at least 2-inches apart. Place one Oreo cookie on each piece of dough, and cover with more cookie dough. Bake for 10-12 minutes.