Preheat the oven to 350 F. In a large bowl, whisk together cake mix, eggs, and vegetable oil until smooth. Fold in the sprinkles.
Roll the cookie dough into balls, and flatten slightly. Place one Oreo cookie onto each piece of cookie dough, roll into a ball, covering the Oreo completely. Place the cookies onto a large ungreased baking sheet at least 2-inches apart.