Preheat oven to 375 degrees.
In medium sized bowl, combine softened cream cheese, softened butter, egg, and vanilla extract (if using).
Using a large spoon or an electric mixer, cream together until smooth.
Pour in dry cake mix. Use a sturdy spoon to stir together until well combined.
Cover and refrigerate 30 minutes to 1 hour.
Shape dough into 1-inch balls or larger if preferred.
Use an ungreased cookie sheet OR line it with parchment paper.
Roll each ball in crumbled walnuts or crumbled chocolate candies. Flatten slightly.
Place 1" apart on the cookie sheet.
Bake 11 to 15 minutes OR until soft and puffy. Baked cookies will be very tender and look like they're not done. They "slightly" firm up while cooling. Avoid over baking because it makes the cookies dry.
After removing from oven, quickly place cookies on a cookie rack or large platter to cool. If left on the hot cookie sheet, they will continue to cook... and get dry.
Makes 20 to 24 cookies depending on size.
Store cookies in a container with an airtight lid. Keep refrigerated.