Preheat oven to 350 degrees. In a large bowl, combine cake mix, egg and cool whip, mixing to combine. Batter will be very stiff. Drop by teaspoonful into confectioners' sugar. Roll into 1-inch balls, using sugar to keep dough from sticking to hands. Place balls 2 inches apart onto greased baking sheets. Bake for 10-12 minutes or until light brown on bottom. Transfer to a wire rack to cool completely. Store in an airtight container.