Heat the oven to 350°F and line two baking sheets with parchment. Put the dry cake mix in a large bowl and break up any lumps.
Stir in eggs, oil and vanilla with a sturdy spoon until a thick dough forms, then fold in the sprinkles.
Divide into 24 rounded portions and place 2 inches apart on the prepared sheets.
Bake one sheet at a time for 9 to 10 minutes, until the edges are set and the tops no longer look wet; keep them pale for a soft texture.
Cool on the sheets for 5 minutes, then transfer to racks and cool fully before packing.