Beat the cream cheese until smooth, then stir in the cake mix, oil, eggs, and vanilla extract until a thick dough forms.
Cover and refrigerate the dough for at least 30 minutes.
Scoop the dough into 1 tablespoon balls. Roll each in granulated sugar, then in powdered sugar.
Heat the oven to 350F and line a baking sheet with parchment paper. Arrange the balls 2 inches apart.
Bake for 9 to 11 minutes, until the tops have cracked and the edges are set.
Cool on the baking sheet 5 minutes, then move to a wire rack.