Preheat the oven to 350°F (175°C). Line two baking sheets with parchment paper and set aside.

In a large bowl, combine 1 box red velvet cake mix and 1 teaspoon baking powder; stir or whisk briefly to evenly distribute the baking powder.

Add 1/3 cup vegetable oil and 2 large eggs (room temperature) to the dry ingredients. Using an electric mixer on medium speed, mix until the dough is combined, scraping the sides and bottom of the bowl once or twice.

Use a medium cookie scoop (about 2 tablespoons) to portion dough onto the prepared baking sheets, leaving about 2 inches between each mound.

Bake one sheet at a time (or both, if your oven allows) for 10–12 minutes, until the edges are set. The centers may look slightly underbaked.

Remove the baking sheet from the oven and let the cookies cool on the sheet for 4 minutes, then transfer the cookies to a cooling rack to cool completely.

While the cookies cool, make the filling: place 4 ounces softened cream cheese and 1/4 cup softened salted butter in a large bowl. Beat with a hand mixer (or stand mixer) on medium-high speed until smooth and combined.

Scrape down the sides and bottom of the bowl, then add 1/2 teaspoon vanilla, 2 cups powdered sugar, and 1 tablespoon milk.

Mix on low speed until the powdered sugar is mostly incorporated, then increase to medium speed and beat until the frosting is smooth and fluffy.

Assemble the sandwiches: spread or pipe about 1 tablespoon of frosting onto the flat side of one cooled cookie, top with a second cookie and press gently until the filling reaches the edge. Repeat with remaining cookies.