Preheat the oven to 350 F. In a large bowl, mix together cake mix, eggs, and vegetable oil until smooth. Divide the cookie dough between three bowls.
Add blue food coloring to one and red to another. Take a small amount of each cookie dough and roll together into a ball. Flatten slightly and place one peanut butter cup on each cookie dough. Roll back into a ball.
Place the cookies onto a baking sheet and bake for 10-12 minutes.