Combine cake mix, eggs and vegetable oil in a medium bowl with a hand held mixer until you have a thick dough.
Use a medium cookie scoop and scoop cookie dough mounds onto a silicone mat lined baking sheet. Bake in a 350 degree oven for 9 minutes.
While the cookies are baking, combine the chopped nuts with the other filling ingredients and stir to combine.
After 9 minutes remove the cookies and make an indentation in the middle of each cookie.
Fill indentation with filling and return to oven for 2-3 mintues.
Finally, remove the cookies from the oven and allow the cookies to cool on the baking sheet.