HEAT oven to 350°F.
PREPARE cake batter as directed on package. Mix cream cheese, egg and sugar until well blended.
SPOON half the cake batter into 24 paper-lined muffin cups. Top each with about 1-1/2 tsp. cream cheese mixture and 1 cookie; cover with remaining cake batter.
BAKE 19 to 22 min. or until toothpick inserted in centers comes out clean. Cool 5 min.; remove from pans to wire racks. Cool completely.
FROST with COOL WHIP. Top with remaining cookies.