Preheat the oven to 350°F (175°C). Line baking sheets with parchment paper or silicone baking mats.
Beat the softened butter, peanut butter, granulated sugar, and brown sugar until creamy and slightly fluffy.
Add the eggs one at a time, mixing after each addition. Blend in the vanilla extract.
In a separate bowl, whisk together the cake mix, flour, baking soda, and salt.
Gradually add the dry ingredients to the wet mixture. Mix just until the dough comes together
Fold in the rolled oats, chocolate chips, mini chocolate candies, and colorful sprinkles.
Scoop the dough onto the prepared baking sheets, leaving about 2 inches between each cookie.
Bake for 10 to 12 minutes, until the edges are lightly golden and the centers still look slightly soft.
Leave the cookies on the baking sheet for about 5 minutes, then transfer them to a wire rack. Cool completely before frosting.
To make the buttercream, beat the softened butter until smooth. Gradually add the powdered sugar, followed by the vanilla and 2 tablespoons of cream or milk.
Beat until the frosting is smooth and fluffy. Add a little more cream or milk if needed to reach a soft, spreadable consistency.
Match the cooled cookies into pairs based on size.
Pipe or spread a generous layer of buttercream onto the flat side of one cookie.
Place a second cookie on top and gently press until the frosting reaches close to the edges.
Roll the exposed frosting edges in additional sprinkles if desired.
Let the finished cookie sandwiches rest for about 15 minutes before serving.
