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