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