Gather your ingredients and tools. I used a Betty Crocker Devil's Food cake mix. My 11oz bag of Rolo's had 56 candies. I believe the ones that are packaged in rolls have 12 candies.
This step is the most time-consuming... Remove the Rolo's wrappers. (Gotta love the after-Xmas sales on holiday candy! I always stock up on M&M's and Kisses, 'cause who honestly cares about color?)
Place a rack in the center of the oven and preheat to 350 degrees Fahrenheit. Combine cake mix, eggs, and oil. Mix with spatula. It will not be like a cake batter, but more like a dough.
A very oily ball of dough.
Using clean hands, take roughly a tablespoon of dough and wrap around a Rolo candy. Just enough to wrap it completely. Careful not to leave any holes where the chocolate and caramel can ooze out.
This will be about a 1.5 inch cookie. If you wish, you can use a little more dough to make them up to 2.5 inches. Doing that will likely yield about 36 cookies instead.
Place them about 1.5-2 inches apart on nonstick cookie sheet. Although, there's plenty of oil so they won't stick anyways. Bake for 8 minutes.
This is what they look like when done. They have a nice smooth and shiny exterior with some crackle.
Place on wire rack to cool.
Dust with powdered sugar and enjoy while warm and gooey.
As you see, the Rolo has melted inside. As you bite into the cookie, it's crispy and then you get a little gooey surprise in the center. Perfectly delicious with a glass of milk!!! Enjoy!!