In a large bowl, stir dry cake mix, oil, eggs and vanilla with spoon until dough forms.
Refrigerate dough 15-30 minutes, or as needed for easier handling. Shape dough into 1-inch balls, then roll ball in powdered sugar.
Place balls about 2-inches apart on ungreased cookie sheets. Bake 9-11 minutes or until set. Cool 1 minute; remove from cookies sheets and place on cooling rack. Cool completely, about 30 minutes.