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Preheat the oven to 350 degrees. Spray 2 large baking sheets with cooking spray and set aside.
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Combine the cake mix, Cool Whip, egg, and lemon zest (if using) in a medium bowl. Stir with a rubber spatula until smooth.
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Place the powdered sugar in a small bowl. Scoop 1 tablespoon of dough at a time into the powdered sugar and roll to coat.
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Shape the sugar-coated dough into neat balls and arrange on the prepared baking sheets about 1 1/2 inches apart.
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Bake for 10 to 15 minutes, until just starting to turn golden at the edges. Cool on baking sheets for 1 minute, then carefully transfer to wire racks to cool completely.
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Uneaten cookies can be stored in airtight containers at room temperature for a couple of days. They can also be frozen (in airtight containers, layered with parchment) for up to 2 months. Defrost them in the fridge overnight or on the counter at room temp before eating them.