Preheat your oven to 350°F (175°C).
In a mixing bowl, combine the red velvet cake mix and baking powder. Add in the vegetable oil and eggs, then mix until a soft dough forms.
Using a cookie scoop or tablespoon, drop small portions of dough onto a prepared baking sheet, spacing them about 2 inches apart. Flatten each ball slightly with your fingers.
Place the baking sheet in the preheated oven and bake for 10-12 minutes, or until the edges are set.
While the cookies are cooling, prepare the cream cheese filling. Beat together the softened cream cheese, softened butter, and vanilla extract until smooth. Gradually add the powdered sugar, mixing until well combined. If too thick, add a tablespoon of milk.
Once the cookies have cooled completely, spread cream cheese filling on the flat side of one cookie and top with another cookie.
Your Red Velvet Oreos are now ready to be enjoyed!