Preheat the oven to 350 degrees F.* Line a baking sheet with parchment paper or a nonstick baking liner and set aside.
In a very large bowl, combine the cake mix and pudding mix. Add in the eggs and shortening. Beat until just combined. The dough may seem crumbly at first, but it will come together -- just keep mixing.
If you're chilling the dough (see note), cover very tightly and place in the fridge for 30 minutes to overnight.
If you're not chilling the dough (or after you have chilled the dough): Using a tablespoon measuring spoon, measure out the dough. Each ball of dough should be exactly 1 tablespoon.
Place the cookie dough balls 2 inches apart on the cookie sheet and bake for 8-10 minutes. You want to slightly under-bake these cookies to keep them soft and fudgy.
Remove the cookies from the tray and on to a cooling rack. If you want to make the heart cookies, use a small heart cookie cutter and cut out each of the baked cookies. Cut them out about 1-2 minutes after the cookies have finished baking.
Again, the frosting might seem like its not coming together and is crumbly, but keep mixing; it will come together! (This frosting aims to copycat Oreo's frosting so it is thick like a dough. You can roll balls of the frosting and put them in between the cookies and then press the two cookies together to smash it down.)
Store in an airtight container; best enjoyed within 1-2 days.
*You do not have to chill the dough for these cookies, but if you do, the flavors develop more and the tops are a little more crinkly. I make these all the time and sometimes chill the dough and sometimes don't -- they are excellent either way, but I do like them chilled better :)