I had these cookies at Shelly's when they had a celebration for welcoming Ian into their family. I immediately asked her for the recipe after I had one. They are amazing! They are time consuming, but so worth the effort. Here is the recipe:
1 box chocolate cake mix
1/3 cup oil
bag of Rolo's
Mix cake mix, oil and eggs. Roll a small amount into a ball and add unwrapped rolo to each one. (I smashed the Rolo and tried to put and even amount of cake mix around it. You don't need to much, just a small amount like it says.)
Bake at 350 for 8 minutes. (I did mine for 7.) Take out and cool. Sprinkle with powdered sugar.